Algorithmic Trading Model for Exponential Moving Average Crossover Grid Search¶
Task 1. Prepare Environment¶
In [1]:
import os
import sys
import numpy as np
import pandas as pd
import requests
import json
import matplotlib.pyplot as plt
from datetime import datetime, timedelta
In [2]:
stock_symbol = 'BKNG'
initial_capital = 0
# Specify the parameters for the trading strategy
fast_ma_min = 5
fast_ma_max = 20
slow_ma_min = 10
slow_ma_max = 50
ma_increment = 5
min_ma_gap = 5
model_start_date = datetime(2019, 1, 1)
print("Starting date for the model:", model_start_date)
stock_start_date = model_start_date - timedelta(days=int(slow_ma_max*1.5)) # Need more pricing data to calculate moving averages
model_end_date = datetime.now()
# model_end_date = datetime(2020, 6, 30)
print("Ending date for the model:", model_end_date)
Starting date for the model: 2019-01-01 00:00:00 Ending date for the model: 2020-07-01 22:42:09.981284
In [3]:
# Begin the timer for the script processing
startTimeScript = datetime.now()
# Set up the verbose flag to print detailed messages for debugging (setting True will activate!)
verbose = True
# Set up the sendNotification flag to send progress emails (setting True will send emails!)
notifyStatus = False
# Set up the parent directory location for loading the dotenv files
useColab = False
if useColab:
# Mount Google Drive locally for storing files
from dotenv import load_dotenv
from google.colab import drive
drive.mount('/content/gdrive')
gdrivePrefix = '/content/gdrive/My Drive/Colab_Downloads/'
env_path = '/content/gdrive/My Drive/Colab Notebooks/'
dotenv_path = env_path + "python_script.env"
load_dotenv(dotenv_path=dotenv_path)
# Set up the dotenv file for retrieving environment variables
useLocalPC = False
if useLocalPC:
from dotenv import load_dotenv
env_path = "/Users/david/PycharmProjects/"
dotenv_path = env_path + "python_script.env"
load_dotenv(dotenv_path=dotenv_path)
# Configure the plotting style
plt.style.use('seaborn')
# Set Pandas options
pd.set_option("display.max_rows", None)
pd.set_option("display.max_columns", None)
# pd.set_option("display.width", 140)
Task 2. Acquire and Pre-Process Data¶
In [4]:
# Check and see whether the API key is available
quandl_key = os.environ.get('QUANDL_API')
if quandl_key is None: sys.exit("API key for Quandl not available. Script Processing Aborted!!!")
In [5]:
start_date_string = stock_start_date.strftime('%Y-%m-%d')
end_date_string = model_end_date.strftime('%Y-%m-%d')
quandl_url = "https://www.quandl.com/api/v3/datatables/SHARADAR/SEP.json?date.gte=%s&date.lte=%s&ticker=%s&api_key=%s" % (start_date_string, end_date_string, stock_symbol, quandl_key)
In [6]:
response = requests.get(quandl_url)
quandl_dict = json.loads(response.text)
stock_quandl = pd.DataFrame(quandl_dict['datatable']['data'])
print(len(stock_quandl), 'data points retrieved from the API call.')
428 data points retrieved from the API call.
In [7]:
stock_quandl.columns = ['ticker', 'date', 'open', 'high', 'low', 'close', 'volume', 'dividend', 'closeunadj', 'lastupdated']
# stock_quandl.set_index('date', inplace=True)
stock_quandl.index = pd.to_datetime(stock_quandl.date)
stock_quandl = stock_quandl.sort_index(ascending = True)
stock_quandl.info(verbose=True)
<class 'pandas.core.frame.DataFrame'> DatetimeIndex: 428 entries, 2018-10-18 to 2020-07-01 Data columns (total 10 columns): # Column Non-Null Count Dtype --- ------ -------------- ----- 0 ticker 428 non-null object 1 date 428 non-null object 2 open 428 non-null float64 3 high 428 non-null float64 4 low 428 non-null float64 5 close 428 non-null float64 6 volume 428 non-null float64 7 dividend 428 non-null float64 8 closeunadj 428 non-null float64 9 lastupdated 428 non-null object dtypes: float64(7), object(3) memory usage: 36.8+ KB
In [8]:
stock_quandl.head()
Out[8]:
| ticker | date | open | high | low | close | volume | dividend | closeunadj | lastupdated | |
|---|---|---|---|---|---|---|---|---|---|---|
| date | ||||||||||
| 2018-10-18 | BKNG | 2018-10-18 | 1853.11 | 1859.00 | 1808.09 | 1811.71 | 351828.0 | 0.0 | 1811.71 | 2020-05-01 |
| 2018-10-19 | BKNG | 2018-10-19 | 1817.29 | 1836.02 | 1796.00 | 1805.74 | 262100.0 | 0.0 | 1805.74 | 2020-05-01 |
| 2018-10-22 | BKNG | 2018-10-22 | 1810.88 | 1851.12 | 1807.37 | 1827.29 | 269238.0 | 0.0 | 1827.29 | 2020-05-01 |
| 2018-10-23 | BKNG | 2018-10-23 | 1787.04 | 1841.52 | 1785.67 | 1830.00 | 402802.0 | 0.0 | 1830.00 | 2018-10-23 |
| 2018-10-24 | BKNG | 2018-10-24 | 1828.21 | 1847.21 | 1745.63 | 1753.58 | 533508.0 | 0.0 | 1753.58 | 2020-05-01 |
In [9]:
stock_quandl.tail()
Out[9]:
| ticker | date | open | high | low | close | volume | dividend | closeunadj | lastupdated | |
|---|---|---|---|---|---|---|---|---|---|---|
| date | ||||||||||
| 2020-06-25 | BKNG | 2020-06-25 | 1585.81 | 1623.97 | 1561.72 | 1615.39 | 498591.0 | 0.0 | 1615.39 | 2020-06-25 |
| 2020-06-26 | BKNG | 2020-06-26 | 1597.30 | 1611.71 | 1532.83 | 1541.25 | 601775.0 | 0.0 | 1541.25 | 2020-06-26 |
| 2020-06-29 | BKNG | 2020-06-29 | 1567.77 | 1595.30 | 1540.48 | 1593.22 | 358850.0 | 0.0 | 1593.22 | 2020-06-29 |
| 2020-06-30 | BKNG | 2020-06-30 | 1583.90 | 1603.24 | 1566.42 | 1592.34 | 291864.0 | 0.0 | 1592.34 | 2020-06-30 |
| 2020-07-01 | BKNG | 2020-07-01 | 1606.05 | 1670.00 | 1601.14 | 1658.79 | 537580.0 | 0.0 | 1658.79 | 2020-07-01 |
In [10]:
title_string = 'Quandl Historical Stock Information for ' + stock_symbol
stock_quandl['close'].plot(figsize=(16,9), title=title_string)
plt.show()
Task 3. Develop Strategy and Train Model¶
3.a) Set up the Dataframe for the Trading Model¶
In [11]:
# Set up the standard column name for modeling
model_template = stock_quandl.loc[:, ['open','close']]
model_template.rename(columns={'open': 'open_price', 'close': 'close_price'}, inplace=True)
if verbose: model_template.info(verbose=True)
<class 'pandas.core.frame.DataFrame'> DatetimeIndex: 428 entries, 2018-10-18 to 2020-07-01 Data columns (total 2 columns): # Column Non-Null Count Dtype --- ------ -------------- ----- 0 open_price 428 non-null float64 1 close_price 428 non-null float64 dtypes: float64(2) memory usage: 10.0 KB
3.b) Set up the Analysis Table with Indicators¶
In [12]:
def trading_ma_crossover(model):
waitfor_first_entry = True
for x in range(len(model)):
if model['ma_change'].iloc[x] > 0:
model['trade_signal'].iloc[x] = 1 # trade_signal = 1 means we should take a long position
else:
model['trade_signal'].iloc[x] = 0 # trade_signal = 0 means we should take a flat position
if x != 0:
model['signal_change'].iloc[x] = model['trade_signal'].iloc[x] - model['trade_signal'].iloc[x-1]
if waitfor_first_entry and (model['signal_change'].iloc[x-1] == 1):
model['entry_exit'].iloc[x] = model['signal_change'].iloc[x-1]
waitfor_first_entry = False
elif (not waitfor_first_entry) and (model['signal_change'].iloc[x-1] != 0):
model['entry_exit'].iloc[x] = model['signal_change'].iloc[x-1]
In [13]:
model_collection = {}
serial_number = 1
for slow_ma in range(slow_ma_min, slow_ma_max+1, ma_increment):
for fast_ma in range(fast_ma_min, fast_ma_max+1, ma_increment):
if (slow_ma - fast_ma) < min_ma_gap: break
print('Processing model with slow_ma of', slow_ma, 'and fast_ma of', fast_ma)
model_name = 'EMA_' + str(serial_number).zfill(3) + '_SlowMA_' + str(slow_ma).zfill(2) + '_FastMA_' + str(fast_ma).zfill(2)
serial_number = serial_number + 1
trading_model = model_template.copy()
trading_model['fast_ma'] = trading_model['close_price'].ewm(span=fast_ma).mean()
trading_model['slow_ma'] = trading_model['close_price'].ewm(span=slow_ma).mean()
trading_model['ma_change'] = trading_model['fast_ma'] - trading_model['slow_ma']
trading_model['trade_signal'] = np.zeros(len(trading_model))
trading_model['signal_change'] = np.zeros(len(trading_model))
trading_model['entry_exit'] = np.zeros(len(trading_model))
trading_model = trading_model[model_start_date:model_end_date]
trading_ma_crossover(trading_model)
model_collection[model_name] = trading_model.copy()
print('Model', model_name, 'added to the trading model collection.')
Processing model with slow_ma of 10 and fast_ma of 5 Model EMA_001_SlowMA_10_FastMA_05 added to the trading model collection. Processing model with slow_ma of 15 and fast_ma of 5 Model EMA_002_SlowMA_15_FastMA_05 added to the trading model collection. Processing model with slow_ma of 15 and fast_ma of 10 Model EMA_003_SlowMA_15_FastMA_10 added to the trading model collection. Processing model with slow_ma of 20 and fast_ma of 5 Model EMA_004_SlowMA_20_FastMA_05 added to the trading model collection. Processing model with slow_ma of 20 and fast_ma of 10 Model EMA_005_SlowMA_20_FastMA_10 added to the trading model collection. Processing model with slow_ma of 20 and fast_ma of 15 Model EMA_006_SlowMA_20_FastMA_15 added to the trading model collection. Processing model with slow_ma of 25 and fast_ma of 5 Model EMA_007_SlowMA_25_FastMA_05 added to the trading model collection. Processing model with slow_ma of 25 and fast_ma of 10 Model EMA_008_SlowMA_25_FastMA_10 added to the trading model collection. Processing model with slow_ma of 25 and fast_ma of 15 Model EMA_009_SlowMA_25_FastMA_15 added to the trading model collection. Processing model with slow_ma of 25 and fast_ma of 20 Model EMA_010_SlowMA_25_FastMA_20 added to the trading model collection. Processing model with slow_ma of 30 and fast_ma of 5 Model EMA_011_SlowMA_30_FastMA_05 added to the trading model collection. Processing model with slow_ma of 30 and fast_ma of 10 Model EMA_012_SlowMA_30_FastMA_10 added to the trading model collection. Processing model with slow_ma of 30 and fast_ma of 15 Model EMA_013_SlowMA_30_FastMA_15 added to the trading model collection. Processing model with slow_ma of 30 and fast_ma of 20 Model EMA_014_SlowMA_30_FastMA_20 added to the trading model collection. Processing model with slow_ma of 35 and fast_ma of 5 Model EMA_015_SlowMA_35_FastMA_05 added to the trading model collection. Processing model with slow_ma of 35 and fast_ma of 10 Model EMA_016_SlowMA_35_FastMA_10 added to the trading model collection. Processing model with slow_ma of 35 and fast_ma of 15 Model EMA_017_SlowMA_35_FastMA_15 added to the trading model collection. Processing model with slow_ma of 35 and fast_ma of 20 Model EMA_018_SlowMA_35_FastMA_20 added to the trading model collection. Processing model with slow_ma of 40 and fast_ma of 5 Model EMA_019_SlowMA_40_FastMA_05 added to the trading model collection. Processing model with slow_ma of 40 and fast_ma of 10 Model EMA_020_SlowMA_40_FastMA_10 added to the trading model collection. Processing model with slow_ma of 40 and fast_ma of 15 Model EMA_021_SlowMA_40_FastMA_15 added to the trading model collection. Processing model with slow_ma of 40 and fast_ma of 20 Model EMA_022_SlowMA_40_FastMA_20 added to the trading model collection. Processing model with slow_ma of 45 and fast_ma of 5 Model EMA_023_SlowMA_45_FastMA_05 added to the trading model collection. Processing model with slow_ma of 45 and fast_ma of 10 Model EMA_024_SlowMA_45_FastMA_10 added to the trading model collection. Processing model with slow_ma of 45 and fast_ma of 15 Model EMA_025_SlowMA_45_FastMA_15 added to the trading model collection. Processing model with slow_ma of 45 and fast_ma of 20 Model EMA_026_SlowMA_45_FastMA_20 added to the trading model collection. Processing model with slow_ma of 50 and fast_ma of 5 Model EMA_027_SlowMA_50_FastMA_05 added to the trading model collection. Processing model with slow_ma of 50 and fast_ma of 10 Model EMA_028_SlowMA_50_FastMA_10 added to the trading model collection. Processing model with slow_ma of 50 and fast_ma of 15 Model EMA_029_SlowMA_50_FastMA_15 added to the trading model collection. Processing model with slow_ma of 50 and fast_ma of 20 Model EMA_030_SlowMA_50_FastMA_20 added to the trading model collection.
In [14]:
# List the entry/exit points for each model
for key in model_collection:
print('List the signal change and entry/exit points for', key)
if verbose: print(model_collection[key][(model_collection[key].signal_change != 0) | (model_collection[key].entry_exit != 0)])
else: print(model_collection[key][model_collection[key].entry_exit != 0])
print()
List the signal change and entry/exit points for EMA_001_SlowMA_10_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-17 1681.73 1724.51 1698.177482 1695.526150 2.651332
2019-01-18 1747.02 1760.26 1718.871654 1707.295979 11.575675
2019-02-28 1754.00 1697.04 1837.781139 1866.682948 -28.901809
2019-03-01 1708.20 1714.08 1796.547426 1838.936957 -42.389531
2019-03-20 1766.78 1774.43 1760.751611 1758.999554 1.752056
2019-03-21 1765.80 1774.36 1765.287740 1761.792363 3.495378
2019-03-22 1754.04 1721.59 1750.721827 1754.482842 -3.761015
2019-03-25 1714.01 1752.39 1751.277885 1754.102325 -2.824441
2019-03-26 1761.20 1768.87 1757.141923 1756.787357 0.354566
2019-03-27 1768.98 1752.11 1755.464615 1755.936929 -0.472313
2019-03-28 1759.99 1728.89 1746.606410 1751.019305 -4.412895
2019-04-02 1766.03 1763.55 1754.808196 1753.775457 1.032738
2019-04-03 1778.47 1774.93 1761.515464 1757.621738 3.893726
2019-05-02 1824.66 1808.00 1837.500013 1842.778845 -5.278832
2019-05-03 1816.17 1824.07 1833.023342 1839.377237 -6.353895
2019-06-05 1755.75 1765.00 1719.748369 1718.262751 1.485618
2019-06-06 1766.01 1754.86 1731.452246 1724.916796 6.535450
2019-07-17 1887.75 1867.74 1878.385727 1878.429741 -0.044014
2019-07-18 1861.83 1885.91 1880.893818 1879.789788 1.104030
2019-07-19 1896.03 1882.09 1881.292545 1880.208008 1.084537
2019-08-01 1885.47 1879.86 1900.248039 1903.080193 -2.832155
2019-08-02 1874.11 1846.08 1882.192026 1892.716522 -10.524496
2019-08-09 1926.54 1917.69 1882.501296 1876.722095 5.779200
2019-08-12 1900.44 1916.89 1893.964197 1884.025351 9.938847
2019-09-24 2012.82 1990.64 2020.845268 2025.317076 -4.471807
2019-09-25 1991.65 1993.53 2011.740179 2019.537607 -7.797429
2019-10-14 1964.52 1988.75 1971.269067 1969.762887 1.506180
2019-10-15 1992.21 2016.39 1986.309378 1978.240544 8.068834
2019-11-04 2042.00 2007.68 2030.480653 2031.528674 -1.048021
2019-11-05 2008.99 2025.43 2028.797102 2030.419824 -1.622722
2019-11-27 1893.00 1906.45 1888.982124 1886.626078 2.356046
2019-11-29 1904.89 1904.03 1893.998083 1889.790428 4.207655
2019-12-03 1865.39 1879.98 1887.201370 1887.210782 -0.009412
2019-12-04 1894.64 1921.53 1898.644247 1893.450640 5.193607
2019-12-05 1929.00 1904.22 1900.502831 1895.408705 5.094126
2020-01-17 2060.00 2054.69 2062.275286 2062.726258 -0.450973
2020-01-21 2006.00 1990.57 2038.373524 2049.606939 -11.233415
2020-02-12 1923.95 1960.36 1924.072116 1920.383765 3.688351
2020-02-13 1944.00 1959.94 1936.028078 1927.575808 8.452270
2020-02-24 1830.93 1792.54 1900.010119 1920.736442 -20.726323
2020-02-25 1803.00 1726.58 1842.200080 1885.435271 -43.235191
2020-04-07 1412.01 1376.37 1324.083823 1314.980346 9.103477
2020-04-08 1382.65 1372.06 1340.075882 1325.358465 14.717417
2020-04-22 1365.01 1355.00 1383.015777 1386.062103 -3.046326
2020-04-23 1354.05 1360.00 1375.343851 1381.323539 -5.979688
2020-04-28 1434.20 1439.32 1400.950030 1392.833253 8.116777
2020-04-29 1487.83 1520.53 1440.810020 1416.050843 24.759177
2020-05-06 1397.46 1378.91 1408.927204 1414.080972 -5.153768
2020-05-07 1392.26 1443.91 1420.588136 1419.504432 1.083705
2020-05-08 1416.69 1430.83 1424.002091 1421.563626 2.438465
2020-05-12 1401.09 1385.92 1408.418707 1413.511518 -5.092811
2020-05-13 1379.34 1366.07 1394.302471 1404.885788 -10.583316
2020-05-18 1430.00 1557.43 1444.710732 1426.836814 17.873918
2020-05-19 1556.29 1547.56 1478.993822 1448.786484 30.207337
2020-06-11 1655.85 1588.37 1703.095553 1703.129644 -0.034090
2020-06-12 1653.57 1623.92 1676.703702 1688.727890 -12.024188
trade_signal signal_change entry_exit
date
2019-01-17 1.0 1.0 0.0
2019-01-18 1.0 0.0 1.0
2019-02-28 0.0 -1.0 0.0
2019-03-01 0.0 0.0 -1.0
2019-03-20 1.0 1.0 0.0
2019-03-21 1.0 0.0 1.0
2019-03-22 0.0 -1.0 0.0
2019-03-25 0.0 0.0 -1.0
2019-03-26 1.0 1.0 0.0
2019-03-27 0.0 -1.0 1.0
2019-03-28 0.0 0.0 -1.0
2019-04-02 1.0 1.0 0.0
2019-04-03 1.0 0.0 1.0
2019-05-02 0.0 -1.0 0.0
2019-05-03 0.0 0.0 -1.0
2019-06-05 1.0 1.0 0.0
2019-06-06 1.0 0.0 1.0
2019-07-17 0.0 -1.0 0.0
2019-07-18 1.0 1.0 -1.0
2019-07-19 1.0 0.0 1.0
2019-08-01 0.0 -1.0 0.0
2019-08-02 0.0 0.0 -1.0
2019-08-09 1.0 1.0 0.0
2019-08-12 1.0 0.0 1.0
2019-09-24 0.0 -1.0 0.0
2019-09-25 0.0 0.0 -1.0
2019-10-14 1.0 1.0 0.0
2019-10-15 1.0 0.0 1.0
2019-11-04 0.0 -1.0 0.0
2019-11-05 0.0 0.0 -1.0
2019-11-27 1.0 1.0 0.0
2019-11-29 1.0 0.0 1.0
2019-12-03 0.0 -1.0 0.0
2019-12-04 1.0 1.0 -1.0
2019-12-05 1.0 0.0 1.0
2020-01-17 0.0 -1.0 0.0
2020-01-21 0.0 0.0 -1.0
2020-02-12 1.0 1.0 0.0
2020-02-13 1.0 0.0 1.0
2020-02-24 0.0 -1.0 0.0
2020-02-25 0.0 0.0 -1.0
2020-04-07 1.0 1.0 0.0
2020-04-08 1.0 0.0 1.0
2020-04-22 0.0 -1.0 0.0
2020-04-23 0.0 0.0 -1.0
2020-04-28 1.0 1.0 0.0
2020-04-29 1.0 0.0 1.0
2020-05-06 0.0 -1.0 0.0
2020-05-07 1.0 1.0 -1.0
2020-05-08 1.0 0.0 1.0
2020-05-12 0.0 -1.0 0.0
2020-05-13 0.0 0.0 -1.0
2020-05-18 1.0 1.0 0.0
2020-05-19 1.0 0.0 1.0
2020-06-11 0.0 -1.0 0.0
2020-06-12 0.0 0.0 -1.0
List the signal change and entry/exit points for EMA_002_SlowMA_15_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-18 1747.02 1760.26 1718.871654 1708.877113 9.994541
2019-01-22 1743.18 1708.98 1715.574436 1708.889977 6.684460
2019-02-28 1754.00 1697.04 1837.781139 1869.015369 -31.234230
2019-03-01 1708.20 1714.08 1796.547426 1849.648346 -53.100919
2019-04-03 1778.47 1774.93 1761.515464 1758.958171 2.557293
2019-04-04 1775.31 1780.60 1767.876976 1761.663400 6.213575
2019-05-02 1824.66 1808.00 1837.500013 1838.012047 -0.512034
2019-05-03 1816.17 1824.07 1833.023342 1836.269291 -3.245949
2019-06-07 1765.25 1778.29 1747.064831 1737.323099 9.741732
2019-06-10 1782.57 1781.12 1758.416554 1742.797711 15.618842
2019-08-02 1874.11 1846.08 1882.192026 1892.559366 -10.367340
2019-08-05 1819.98 1788.60 1850.994684 1879.564445 -28.569762
2019-08-09 1926.54 1917.69 1882.501296 1877.707977 4.793319
2019-08-12 1900.44 1916.89 1893.964197 1882.605730 11.358467
2019-09-25 1991.65 1993.53 2011.740179 2014.267053 -2.526874
2019-09-26 1994.08 1978.45 2000.643453 2009.789921 -9.146469
2019-10-15 1992.21 2016.39 1986.309378 1978.537909 7.771469
2019-10-16 2016.80 2027.63 2000.082919 1984.674421 15.408498
2019-11-06 2018.56 2012.09 2023.228068 2024.770427 -1.542359
2019-11-07 1942.20 1849.93 1965.462045 2002.915373 -37.453328
2019-12-04 1894.64 1921.53 1898.644247 1896.970835 1.673411
2019-12-05 1929.00 1904.22 1900.502831 1897.876981 2.625850
2020-01-21 2006.00 1990.57 2038.373524 2047.697078 -9.323555
2020-01-22 2004.33 2000.24 2025.662349 2041.764944 -16.102594
2020-02-13 1944.00 1959.94 1936.028078 1932.772770 3.255307
2020-02-14 1998.44 1990.96 1954.338718 1940.046174 14.292544
2020-02-24 1830.93 1792.54 1900.010119 1928.359710 -28.349590
2020-02-25 1803.00 1726.58 1842.200080 1903.137246 -60.937166
2020-04-08 1382.65 1372.06 1340.075882 1336.371051 3.704831
2020-04-09 1424.76 1420.64 1366.930588 1346.904669 20.025918
2020-04-23 1354.05 1360.00 1375.343851 1379.934938 -4.591087
2020-04-24 1372.39 1362.77 1371.152567 1377.789321 -6.636753
2020-04-27 1374.93 1402.99 1381.765045 1380.939406 0.825639
2020-04-28 1434.20 1439.32 1400.950030 1388.236980 12.713050
2020-05-06 1397.46 1378.91 1408.927204 1410.330545 -1.403341
2020-05-07 1392.26 1443.91 1420.588136 1414.527977 6.060159
2020-05-08 1416.69 1430.83 1424.002091 1416.565730 7.436361
2020-05-12 1401.09 1385.92 1408.418707 1412.126262 -3.707555
2020-05-13 1379.34 1366.07 1394.302471 1406.369229 -12.066758
2020-05-18 1430.00 1557.43 1444.710732 1420.555695 24.155038
2020-05-19 1556.29 1547.56 1478.993822 1436.431233 42.562589
2020-06-15 1567.66 1650.67 1668.025801 1669.262549 -1.236748
2020-06-16 1716.32 1673.74 1669.930534 1669.822230 0.108304
2020-06-17 1677.92 1638.24 1659.367023 1665.874452 -6.507429
2020-06-18 1622.40 1628.35 1649.028015 1661.183895 -12.155880
trade_signal signal_change entry_exit
date
2019-01-18 1.0 1.0 0.0
2019-01-22 1.0 0.0 1.0
2019-02-28 0.0 -1.0 0.0
2019-03-01 0.0 0.0 -1.0
2019-04-03 1.0 1.0 0.0
2019-04-04 1.0 0.0 1.0
2019-05-02 0.0 -1.0 0.0
2019-05-03 0.0 0.0 -1.0
2019-06-07 1.0 1.0 0.0
2019-06-10 1.0 0.0 1.0
2019-08-02 0.0 -1.0 0.0
2019-08-05 0.0 0.0 -1.0
2019-08-09 1.0 1.0 0.0
2019-08-12 1.0 0.0 1.0
2019-09-25 0.0 -1.0 0.0
2019-09-26 0.0 0.0 -1.0
2019-10-15 1.0 1.0 0.0
2019-10-16 1.0 0.0 1.0
2019-11-06 0.0 -1.0 0.0
2019-11-07 0.0 0.0 -1.0
2019-12-04 1.0 1.0 0.0
2019-12-05 1.0 0.0 1.0
2020-01-21 0.0 -1.0 0.0
2020-01-22 0.0 0.0 -1.0
2020-02-13 1.0 1.0 0.0
2020-02-14 1.0 0.0 1.0
2020-02-24 0.0 -1.0 0.0
2020-02-25 0.0 0.0 -1.0
2020-04-08 1.0 1.0 0.0
2020-04-09 1.0 0.0 1.0
2020-04-23 0.0 -1.0 0.0
2020-04-24 0.0 0.0 -1.0
2020-04-27 1.0 1.0 0.0
2020-04-28 1.0 0.0 1.0
2020-05-06 0.0 -1.0 0.0
2020-05-07 1.0 1.0 -1.0
2020-05-08 1.0 0.0 1.0
2020-05-12 0.0 -1.0 0.0
2020-05-13 0.0 0.0 -1.0
2020-05-18 1.0 1.0 0.0
2020-05-19 1.0 0.0 1.0
2020-06-15 0.0 -1.0 0.0
2020-06-16 1.0 1.0 -1.0
2020-06-17 0.0 -1.0 1.0
2020-06-18 0.0 0.0 -1.0
List the signal change and entry/exit points for EMA_003_SlowMA_15_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-23 1717.25 1744.31 1714.276332 1713.318232 0.958099
2019-01-24 1748.98 1795.67 1729.075207 1723.613735 5.461472
2019-02-28 1754.00 1697.04 1866.682948 1869.015369 -2.332421
2019-03-01 1708.20 1714.08 1838.936957 1849.648346 -10.711388
2019-04-04 1775.31 1780.60 1761.799604 1761.663400 0.136203
2019-04-05 1788.03 1769.45 1763.190585 1762.636726 0.553859
2019-05-07 1781.45 1785.00 1823.708564 1825.949457 -2.240894
2019-05-08 1765.01 1751.63 1810.603370 1816.659525 -6.056155
2019-06-10 1782.57 1781.12 1743.075376 1742.797711 0.277665
2019-06-11 1799.50 1803.63 1754.085308 1750.401747 3.683560
2019-08-05 1819.98 1788.60 1873.786245 1879.564445 -5.778200
2019-08-06 1799.20 1786.52 1857.919655 1867.933890 -10.014235
2019-08-12 1900.44 1916.89 1884.025351 1882.605730 1.419621
2019-08-13 1907.67 1943.19 1894.782560 1890.178764 4.603796
2019-09-27 1969.56 1944.25 1999.736745 2001.597431 -1.860686
2019-09-30 1953.00 1962.61 1992.986428 1996.724002 -3.737574
2019-10-16 2016.80 2027.63 1987.220445 1984.674421 2.546024
2019-10-17 2033.00 2028.53 1994.731273 1990.156368 4.574905
2019-11-07 1942.20 1849.93 1994.876742 2002.915373 -8.038631
2019-11-08 1941.00 1879.19 1973.842789 1987.449702 -13.606913
2019-12-09 1928.08 1905.79 1902.482191 1902.409095 0.073097
2019-12-10 1902.40 1904.63 1902.872702 1902.686708 0.185994
2020-01-22 2004.33 2000.24 2040.631132 2041.764944 -1.133812
2020-01-23 1986.24 1993.20 2032.007289 2035.694326 -3.687036
2020-02-18 1972.25 1976.28 1945.860169 1944.575402 1.284767
2020-02-19 1982.76 1968.49 1949.974684 1947.564727 2.409957
2020-02-24 1830.93 1792.54 1920.736442 1928.359710 -7.623268
2020-02-25 1803.00 1726.58 1885.435271 1903.137246 -17.701975
2020-04-13 1413.19 1421.01 1356.923766 1356.167836 0.755930
2020-04-14 1460.09 1449.42 1373.741263 1367.824356 5.916907
2020-05-13 1379.34 1366.07 1404.885788 1406.369229 -1.483442
2020-05-14 1348.74 1382.51 1400.817463 1403.386826 -2.569363
2020-05-18 1430.00 1557.43 1426.836814 1420.555695 6.281119
2020-05-19 1556.29 1547.56 1448.786484 1436.431233 12.355251
2020-06-22 1609.74 1633.52 1653.359279 1653.977201 -0.617922
2020-06-23 1652.30 1677.10 1657.675774 1656.867551 0.808223
2020-06-24 1660.71 1610.33 1649.067451 1651.050357 -1.982906
2020-06-25 1585.81 1615.39 1642.944278 1646.592812 -3.648534
trade_signal signal_change entry_exit
date
2019-01-23 1.0 1.0 0.0
2019-01-24 1.0 0.0 1.0
2019-02-28 0.0 -1.0 0.0
2019-03-01 0.0 0.0 -1.0
2019-04-04 1.0 1.0 0.0
2019-04-05 1.0 0.0 1.0
2019-05-07 0.0 -1.0 0.0
2019-05-08 0.0 0.0 -1.0
2019-06-10 1.0 1.0 0.0
2019-06-11 1.0 0.0 1.0
2019-08-05 0.0 -1.0 0.0
2019-08-06 0.0 0.0 -1.0
2019-08-12 1.0 1.0 0.0
2019-08-13 1.0 0.0 1.0
2019-09-27 0.0 -1.0 0.0
2019-09-30 0.0 0.0 -1.0
2019-10-16 1.0 1.0 0.0
2019-10-17 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-09 1.0 1.0 0.0
2019-12-10 1.0 0.0 1.0
2020-01-22 0.0 -1.0 0.0
2020-01-23 0.0 0.0 -1.0
2020-02-18 1.0 1.0 0.0
2020-02-19 1.0 0.0 1.0
2020-02-24 0.0 -1.0 0.0
2020-02-25 0.0 0.0 -1.0
2020-04-13 1.0 1.0 0.0
2020-04-14 1.0 0.0 1.0
2020-05-13 0.0 -1.0 0.0
2020-05-14 0.0 0.0 -1.0
2020-05-18 1.0 1.0 0.0
2020-05-19 1.0 0.0 1.0
2020-06-22 0.0 -1.0 0.0
2020-06-23 1.0 1.0 -1.0
2020-06-24 0.0 -1.0 1.0
2020-06-25 0.0 0.0 -1.0
List the signal change and entry/exit points for EMA_004_SlowMA_20_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-18 1747.02 1760.26 1718.871654 1715.352367 3.519287
2019-01-22 1743.18 1708.98 1715.574436 1714.744470 0.829966
2019-02-28 1754.00 1697.04 1837.781139 1863.366865 -25.585726
2019-03-01 1708.20 1714.08 1796.547426 1849.147492 -52.600066
2019-04-04 1775.31 1780.60 1767.876976 1764.419006 3.457970
2019-04-05 1788.03 1769.45 1768.401317 1764.898153 3.503165
2019-05-06 1798.96 1800.51 1822.185561 1828.129427 -5.943866
2019-05-07 1781.45 1785.00 1809.790374 1824.021858 -14.231484
2019-06-07 1765.25 1778.29 1747.064831 1743.395796 3.669035
2019-06-10 1782.57 1781.12 1758.416554 1746.988577 11.427977
2019-08-02 1874.11 1846.08 1882.192026 1888.706151 -6.514125
2019-08-05 1819.98 1788.60 1850.994684 1879.172232 -28.177548
2019-08-09 1926.54 1917.69 1882.501296 1877.142128 5.359167
2019-08-12 1900.44 1916.89 1893.964197 1880.927640 13.036557
2019-09-26 1994.08 1978.45 2000.643453 2002.936208 -2.292755
2019-09-27 1969.56 1944.25 1981.845635 1997.347045 -15.501410
2019-10-15 1992.21 2016.39 1986.309378 1979.020094 7.289284
2019-10-16 2016.80 2027.63 2000.082919 1983.649609 16.433309
2019-11-07 1942.20 1849.93 1965.462045 2004.764227 -39.302181
2019-11-08 1941.00 1879.19 1936.704697 1992.804776 -56.100080
2019-12-06 1923.27 1930.27 1910.425221 1906.546976 3.878245
2019-12-09 1928.08 1905.79 1908.880147 1906.474883 2.405264
2020-01-21 2006.00 1990.57 2038.373524 2041.115124 -2.741600
2020-01-22 2004.33 2000.24 2025.662349 2037.222255 -11.559906
2020-02-14 1998.44 1990.96 1954.338718 1945.383471 8.955247
2020-02-18 1972.25 1976.28 1961.652479 1948.325998 13.326481
2020-02-24 1830.93 1792.54 1900.010119 1934.982807 -34.972687
2020-02-25 1803.00 1726.58 1842.200080 1915.134920 -72.934841
2020-04-13 1413.19 1421.01 1384.957059 1372.482661 12.474398
2020-04-14 1460.09 1449.42 1406.444706 1379.810026 26.634679
2020-04-22 1365.01 1355.00 1383.015777 1387.459431 -4.443655
2020-04-23 1354.05 1360.00 1375.343851 1384.844247 -9.500396
2020-04-28 1434.20 1439.32 1400.950030 1389.875056 11.074974
2020-04-29 1487.83 1520.53 1440.810020 1402.318384 38.491636
2020-05-12 1401.09 1385.92 1408.418707 1410.757483 -2.338776
2020-05-13 1379.34 1366.07 1394.302471 1406.501532 -12.199061
2020-05-18 1430.00 1557.43 1444.710732 1417.093064 27.617668
2020-05-19 1556.29 1547.56 1478.993822 1429.518487 49.475335
2020-06-19 1654.00 1626.91 1641.655343 1646.411884 -4.756541
2020-06-22 1609.74 1633.52 1638.943562 1645.184086 -6.240523
2020-06-23 1652.30 1677.10 1651.662375 1648.223696 3.438678
2020-06-24 1660.71 1610.33 1637.884917 1644.614773 -6.729856
2020-06-25 1585.81 1615.39 1630.386611 1641.831461 -11.444850
trade_signal signal_change entry_exit
date
2019-01-18 1.0 1.0 0.0
2019-01-22 1.0 0.0 1.0
2019-02-28 0.0 -1.0 0.0
2019-03-01 0.0 0.0 -1.0
2019-04-04 1.0 1.0 0.0
2019-04-05 1.0 0.0 1.0
2019-05-06 0.0 -1.0 0.0
2019-05-07 0.0 0.0 -1.0
2019-06-07 1.0 1.0 0.0
2019-06-10 1.0 0.0 1.0
2019-08-02 0.0 -1.0 0.0
2019-08-05 0.0 0.0 -1.0
2019-08-09 1.0 1.0 0.0
2019-08-12 1.0 0.0 1.0
2019-09-26 0.0 -1.0 0.0
2019-09-27 0.0 0.0 -1.0
2019-10-15 1.0 1.0 0.0
2019-10-16 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-06 1.0 1.0 0.0
2019-12-09 1.0 0.0 1.0
2020-01-21 0.0 -1.0 0.0
2020-01-22 0.0 0.0 -1.0
2020-02-14 1.0 1.0 0.0
2020-02-18 1.0 0.0 1.0
2020-02-24 0.0 -1.0 0.0
2020-02-25 0.0 0.0 -1.0
2020-04-13 1.0 1.0 0.0
2020-04-14 1.0 0.0 1.0
2020-04-22 0.0 -1.0 0.0
2020-04-23 0.0 0.0 -1.0
2020-04-28 1.0 1.0 0.0
2020-04-29 1.0 0.0 1.0
2020-05-12 0.0 -1.0 0.0
2020-05-13 0.0 0.0 -1.0
2020-05-18 1.0 1.0 0.0
2020-05-19 1.0 0.0 1.0
2020-06-19 0.0 -1.0 0.0
2020-06-22 0.0 0.0 -1.0
2020-06-23 1.0 1.0 0.0
2020-06-24 0.0 -1.0 1.0
2020-06-25 0.0 0.0 -1.0
List the signal change and entry/exit points for EMA_005_SlowMA_20_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-24 1748.98 1795.67 1729.075207 1725.013153 4.062054
2019-01-25 1811.99 1802.20 1742.370643 1732.373290 9.997353
2019-03-01 1708.20 1714.08 1838.936957 1849.147492 -10.210535
2019-03-04 1723.66 1707.82 1815.097510 1835.686382 -20.588871
2019-04-08 1767.92 1788.72 1767.832297 1767.166919 0.665378
2019-04-09 1776.75 1794.47 1772.675515 1769.767231 2.908284
2019-05-07 1781.45 1785.00 1823.708564 1824.021858 -0.313295
2019-05-08 1765.01 1751.63 1810.603370 1817.127388 -6.524018
2019-06-11 1799.50 1803.63 1754.085308 1752.382999 1.702309
2019-06-12 1804.17 1798.90 1762.233433 1756.813190 5.420243
2019-08-05 1819.98 1788.60 1873.786245 1879.172232 -5.385986
2019-08-06 1799.20 1786.52 1857.919655 1870.348210 -12.428554
2019-08-12 1900.44 1916.89 1884.025351 1880.927640 3.097711
2019-08-13 1907.67 1943.19 1894.782560 1886.857388 7.925171
2019-09-30 1953.00 1962.61 1992.986428 1994.038755 -1.052327
2019-10-01 1977.00 1978.03 1990.267078 1992.514112 -2.247034
2019-10-16 2016.80 2027.63 1987.220445 1983.649609 3.570836
2019-10-17 2033.00 2028.53 1994.731273 1987.923932 6.807341
2019-11-07 1942.20 1849.93 1994.876742 2004.764227 -9.887485
2019-11-08 1941.00 1879.19 1973.842789 1992.804776 -18.961988
2019-12-12 1930.85 1948.48 1914.587511 1912.003637 2.583874
2019-12-13 1960.87 1973.60 1925.317055 1917.869957 7.447097
2020-01-23 1986.24 1993.20 2032.007289 2033.029659 -1.022370
2020-01-24 1998.00 1962.96 2019.453237 2026.356358 -6.903121
2020-02-20 1960.00 1970.91 1953.781105 1952.214343 1.566762
2020-02-21 1965.00 1928.72 1949.224540 1949.976786 -0.752246
2020-02-24 1830.93 1792.54 1920.736442 1934.982807 -14.246365
2020-04-16 1432.35 1407.40 1387.428283 1386.297958 1.130325
2020-04-17 1469.00 1470.87 1402.599505 1394.352438 8.247066
2020-04-22 1365.01 1355.00 1386.062103 1387.459431 -1.397329
2020-04-23 1354.05 1360.00 1381.323539 1384.844247 -3.520709
2020-04-28 1434.20 1439.32 1392.833253 1389.875056 2.958197
2020-04-29 1487.83 1520.53 1416.050843 1402.318384 13.732459
2020-05-13 1379.34 1366.07 1404.885788 1406.501532 -1.615744
2020-05-14 1348.74 1382.51 1400.817463 1404.216624 -3.399162
2020-05-18 1430.00 1557.43 1426.836814 1417.093064 9.743750
2020-05-19 1556.29 1547.56 1448.786484 1429.518487 19.267997
2020-06-26 1597.30 1541.25 1624.454410 1632.252274 -7.797865
2020-06-29 1567.77 1593.22 1618.775426 1628.534915 -9.759489
trade_signal signal_change entry_exit
date
2019-01-24 1.0 1.0 0.0
2019-01-25 1.0 0.0 1.0
2019-03-01 0.0 -1.0 0.0
2019-03-04 0.0 0.0 -1.0
2019-04-08 1.0 1.0 0.0
2019-04-09 1.0 0.0 1.0
2019-05-07 0.0 -1.0 0.0
2019-05-08 0.0 0.0 -1.0
2019-06-11 1.0 1.0 0.0
2019-06-12 1.0 0.0 1.0
2019-08-05 0.0 -1.0 0.0
2019-08-06 0.0 0.0 -1.0
2019-08-12 1.0 1.0 0.0
2019-08-13 1.0 0.0 1.0
2019-09-30 0.0 -1.0 0.0
2019-10-01 0.0 0.0 -1.0
2019-10-16 1.0 1.0 0.0
2019-10-17 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-12 1.0 1.0 0.0
2019-12-13 1.0 0.0 1.0
2020-01-23 0.0 -1.0 0.0
2020-01-24 0.0 0.0 -1.0
2020-02-20 1.0 1.0 0.0
2020-02-21 0.0 -1.0 1.0
2020-02-24 0.0 0.0 -1.0
2020-04-16 1.0 1.0 0.0
2020-04-17 1.0 0.0 1.0
2020-04-22 0.0 -1.0 0.0
2020-04-23 0.0 0.0 -1.0
2020-04-28 1.0 1.0 0.0
2020-04-29 1.0 0.0 1.0
2020-05-13 0.0 -1.0 0.0
2020-05-14 0.0 0.0 -1.0
2020-05-18 1.0 1.0 0.0
2020-05-19 1.0 0.0 1.0
2020-06-26 0.0 -1.0 0.0
2020-06-29 0.0 0.0 -1.0
List the signal change and entry/exit points for EMA_006_SlowMA_20_FastMA_15
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-25 1811.99 1802.20 1733.438297 1732.373290 1.065007
2019-01-28 1787.62 1813.60 1743.459652 1740.117744 3.341907
2019-03-04 1723.66 1707.82 1831.919720 1835.686382 -3.766661
2019-03-05 1715.00 1745.93 1821.170962 1827.137379 -5.966417
2019-04-10 1793.85 1806.00 1774.035152 1773.217994 0.817157
2019-04-11 1810.00 1818.59 1779.604508 1777.539164 2.065344
2019-05-08 1765.01 1751.63 1816.659525 1817.127388 -0.467863
2019-05-09 1729.43 1736.03 1806.580834 1809.403821 -2.822986
2019-06-13 1802.05 1809.52 1763.096025 1761.832887 1.263139
2019-06-14 1808.20 1775.50 1764.646522 1763.134517 1.512006
2019-08-06 1799.20 1786.52 1867.933890 1870.348210 -2.414320
2019-08-07 1758.40 1821.56 1862.137153 1865.701713 -3.564560
2019-08-09 1926.54 1917.69 1877.707977 1877.142128 0.565849
2019-08-12 1900.44 1916.89 1882.605730 1880.927640 1.678090
2019-10-03 1936.55 1961.45 1984.478990 1985.154681 -0.675691
2019-10-04 1970.64 1983.20 1984.319116 1984.968521 -0.649405
2019-10-16 2016.80 2027.63 1984.674421 1983.649609 1.024811
2019-10-17 2033.00 2028.53 1990.156368 1987.923932 2.232436
2019-11-07 1942.20 1849.93 2002.915373 2004.764227 -1.848853
2019-11-08 1941.00 1879.19 1987.449702 1992.804776 -5.355075
2019-12-13 1960.87 1973.60 1918.779181 1917.869957 0.909224
2019-12-16 1983.47 1995.02 1928.309284 1925.217581 3.091703
2020-01-27 1906.41 1908.89 2011.888468 2015.169086 -3.280618
2020-01-28 1914.67 1917.45 2000.083660 2005.862506 -5.778847
2020-04-29 1487.83 1520.53 1404.773607 1402.318384 2.455223
2020-04-30 1514.53 1480.57 1414.248156 1409.770919 4.477238
2020-05-13 1379.34 1366.07 1406.369229 1406.501532 -0.132303
2020-05-14 1348.74 1382.51 1403.386826 1404.216624 -0.829799
2020-05-18 1430.00 1557.43 1420.555695 1417.093064 3.462630
2020-05-19 1556.29 1547.56 1436.431233 1429.518487 6.912746
2020-06-29 1567.77 1593.22 1628.399341 1628.534915 -0.135574
2020-06-30 1583.90 1592.34 1623.891923 1625.087780 -1.195857
trade_signal signal_change entry_exit
date
2019-01-25 1.0 1.0 0.0
2019-01-28 1.0 0.0 1.0
2019-03-04 0.0 -1.0 0.0
2019-03-05 0.0 0.0 -1.0
2019-04-10 1.0 1.0 0.0
2019-04-11 1.0 0.0 1.0
2019-05-08 0.0 -1.0 0.0
2019-05-09 0.0 0.0 -1.0
2019-06-13 1.0 1.0 0.0
2019-06-14 1.0 0.0 1.0
2019-08-06 0.0 -1.0 0.0
2019-08-07 0.0 0.0 -1.0
2019-08-09 1.0 1.0 0.0
2019-08-12 1.0 0.0 1.0
2019-10-03 0.0 -1.0 0.0
2019-10-04 0.0 0.0 -1.0
2019-10-16 1.0 1.0 0.0
2019-10-17 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-13 1.0 1.0 0.0
2019-12-16 1.0 0.0 1.0
2020-01-27 0.0 -1.0 0.0
2020-01-28 0.0 0.0 -1.0
2020-04-29 1.0 1.0 0.0
2020-04-30 1.0 0.0 1.0
2020-05-13 0.0 -1.0 0.0
2020-05-14 0.0 0.0 -1.0
2020-05-18 1.0 1.0 0.0
2020-05-19 1.0 0.0 1.0
2020-06-29 0.0 -1.0 0.0
2020-06-30 0.0 0.0 -1.0
List the signal change and entry/exit points for EMA_007_SlowMA_25_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-23 1717.25 1744.31 1725.152958 1723.725275 1.427683
2019-01-24 1748.98 1795.67 1748.658638 1729.287731 19.370907
2019-02-28 1754.00 1697.04 1837.781139 1855.905790 -18.124650
2019-03-01 1708.20 1714.08 1796.547426 1844.988619 -48.441193
2019-04-05 1788.03 1769.45 1768.401317 1768.017433 0.383885
2019-04-08 1767.92 1788.72 1775.174211 1769.610074 5.564137
2019-05-06 1798.96 1800.51 1822.185561 1824.165952 -1.980390
2019-05-07 1781.45 1785.00 1809.790374 1821.153134 -11.362760
2019-06-10 1782.57 1781.12 1758.416554 1751.894852 6.521702
2019-06-11 1799.50 1803.63 1773.487703 1755.874489 17.613214
2019-08-02 1874.11 1846.08 1882.192026 1883.380479 -1.188453
2019-08-05 1819.98 1788.60 1850.994684 1876.089672 -25.094988
2019-08-09 1926.54 1917.69 1882.501296 1874.906184 7.595112
2019-08-12 1900.44 1916.89 1893.964197 1878.135709 15.828488
2019-09-27 1969.56 1944.25 1981.845635 1990.934963 -9.089328
2019-09-30 1953.00 1962.61 1975.433757 1988.756120 -13.322363
2019-10-15 1992.21 2016.39 1986.309378 1978.152325 8.157053
2019-10-16 2016.80 2027.63 2000.082919 1981.958300 18.124619
2019-11-07 1942.20 1849.93 1965.462045 2004.202410 -38.740365
2019-11-08 1941.00 1879.19 1936.704697 1994.586071 -57.881374
2019-12-11 1915.90 1925.88 1913.602288 1912.448044 1.154244
2019-12-12 1930.85 1948.48 1925.228192 1915.219733 10.008459
2020-01-22 2004.33 2000.24 2025.662349 2030.967706 -5.305357
2020-01-23 1986.24 1993.20 2014.841566 2028.062498 -13.220932
2020-02-14 1998.44 1990.96 1954.338718 1950.692195 3.646524
2020-02-18 1972.25 1976.28 1961.652479 1952.660487 8.991992
2020-02-24 1830.93 1792.54 1900.010119 1940.797474 -40.787354
2020-02-25 1803.00 1726.58 1842.200080 1924.319206 -82.119127
2020-04-14 1460.09 1449.42 1406.444706 1401.194591 5.250115
2020-04-15 1407.84 1424.61 1412.499804 1402.995776 9.504028
2020-04-21 1382.81 1342.22 1397.023665 1403.649005 -6.625340
2020-04-22 1365.01 1355.00 1383.015777 1399.906774 -16.890997
2020-04-28 1434.20 1439.32 1400.950030 1398.308955 2.641075
2020-04-29 1487.83 1520.53 1440.810020 1407.710574 33.099446
2020-05-06 1397.46 1378.91 1408.927204 1411.385611 -2.458407
2020-05-07 1392.26 1443.91 1420.588136 1413.887487 6.700649
2020-05-08 1416.69 1430.83 1424.002091 1415.190757 8.811333
2020-05-12 1401.09 1385.92 1408.418707 1412.641592 -4.222885
2020-05-13 1379.34 1366.07 1394.302471 1409.059162 -14.756691
2020-05-18 1430.00 1557.43 1444.710732 1416.974830 27.735902
2020-05-19 1556.29 1547.56 1478.993822 1427.019843 51.973978
2020-06-25 1585.81 1615.39 1630.386611 1632.826369 -2.439757
2020-06-26 1597.30 1541.25 1600.674407 1625.782032 -25.107625
trade_signal signal_change entry_exit
date
2019-01-23 1.0 1.0 0.0
2019-01-24 1.0 0.0 1.0
2019-02-28 0.0 -1.0 0.0
2019-03-01 0.0 0.0 -1.0
2019-04-05 1.0 1.0 0.0
2019-04-08 1.0 0.0 1.0
2019-05-06 0.0 -1.0 0.0
2019-05-07 0.0 0.0 -1.0
2019-06-10 1.0 1.0 0.0
2019-06-11 1.0 0.0 1.0
2019-08-02 0.0 -1.0 0.0
2019-08-05 0.0 0.0 -1.0
2019-08-09 1.0 1.0 0.0
2019-08-12 1.0 0.0 1.0
2019-09-27 0.0 -1.0 0.0
2019-09-30 0.0 0.0 -1.0
2019-10-15 1.0 1.0 0.0
2019-10-16 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-11 1.0 1.0 0.0
2019-12-12 1.0 0.0 1.0
2020-01-22 0.0 -1.0 0.0
2020-01-23 0.0 0.0 -1.0
2020-02-14 1.0 1.0 0.0
2020-02-18 1.0 0.0 1.0
2020-02-24 0.0 -1.0 0.0
2020-02-25 0.0 0.0 -1.0
2020-04-14 1.0 1.0 0.0
2020-04-15 1.0 0.0 1.0
2020-04-21 0.0 -1.0 0.0
2020-04-22 0.0 0.0 -1.0
2020-04-28 1.0 1.0 0.0
2020-04-29 1.0 0.0 1.0
2020-05-06 0.0 -1.0 0.0
2020-05-07 1.0 1.0 -1.0
2020-05-08 1.0 0.0 1.0
2020-05-12 0.0 -1.0 0.0
2020-05-13 0.0 0.0 -1.0
2020-05-18 1.0 1.0 0.0
2020-05-19 1.0 0.0 1.0
2020-06-25 0.0 -1.0 0.0
2020-06-26 0.0 0.0 -1.0
List the signal change and entry/exit points for EMA_008_SlowMA_25_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-25 1811.99 1802.20 1742.370643 1734.922781 7.447862
2019-01-28 1787.62 1813.60 1755.321450 1741.001176 14.320275
2019-03-01 1708.20 1714.08 1838.936957 1844.988619 -6.051661
2019-03-04 1723.66 1707.82 1815.097510 1834.430496 -19.332985
2019-04-09 1776.75 1794.47 1772.675515 1771.522527 1.152988
2019-04-10 1793.85 1806.00 1778.734513 1774.174834 4.559678
2019-05-08 1765.01 1751.63 1810.603370 1815.805115 -5.201745
2019-05-09 1729.43 1736.03 1797.044576 1809.668478 -12.623902
2019-06-12 1804.17 1798.90 1762.233433 1759.184151 3.049282
2019-06-13 1802.05 1809.52 1770.830991 1763.056148 7.774843
2019-08-05 1819.98 1788.60 1873.786245 1876.089672 -2.303427
2019-08-06 1799.20 1786.52 1857.919655 1869.199696 -11.280041
2019-08-09 1926.54 1917.69 1876.722095 1874.906184 1.815911
2019-08-12 1900.44 1916.89 1884.025351 1878.135709 5.889642
2019-10-02 1969.00 1941.44 1981.389427 1984.354800 -2.965373
2019-10-03 1936.55 1961.45 1977.764077 1982.592892 -4.828816
2019-10-15 1992.21 2016.39 1978.240544 1978.152325 0.088219
2019-10-16 2016.80 2027.63 1987.220445 1981.958300 5.262145
2019-11-07 1942.20 1849.93 1994.876742 2004.202410 -9.325668
2019-11-08 1941.00 1879.19 1973.842789 1994.586071 -20.743282
2019-12-13 1960.87 1973.60 1925.317055 1919.710523 5.606532
2019-12-16 1983.47 1995.02 1937.990317 1925.503559 12.486758
2020-01-24 1998.00 1962.96 2019.453237 2023.054613 -3.601377
2020-01-27 1906.41 1908.89 1999.350830 2014.272720 -14.921890
2020-04-29 1487.83 1520.53 1416.050843 1407.710574 8.340269
2020-04-30 1514.53 1480.57 1427.781599 1413.315145 14.466454
2020-05-13 1379.34 1366.07 1404.885788 1409.059162 -4.173374
2020-05-14 1348.74 1382.51 1400.817463 1407.016919 -6.199456
2020-05-18 1430.00 1557.43 1426.836814 1416.974830 9.861984
2020-05-19 1556.29 1547.56 1448.786484 1427.019843 21.766641
2020-06-26 1597.30 1541.25 1624.454410 1625.782032 -1.327623
2020-06-29 1567.77 1593.22 1618.775426 1623.277261 -4.501835
trade_signal signal_change entry_exit
date
2019-01-25 1.0 1.0 0.0
2019-01-28 1.0 0.0 1.0
2019-03-01 0.0 -1.0 0.0
2019-03-04 0.0 0.0 -1.0
2019-04-09 1.0 1.0 0.0
2019-04-10 1.0 0.0 1.0
2019-05-08 0.0 -1.0 0.0
2019-05-09 0.0 0.0 -1.0
2019-06-12 1.0 1.0 0.0
2019-06-13 1.0 0.0 1.0
2019-08-05 0.0 -1.0 0.0
2019-08-06 0.0 0.0 -1.0
2019-08-09 1.0 1.0 0.0
2019-08-12 1.0 0.0 1.0
2019-10-02 0.0 -1.0 0.0
2019-10-03 0.0 0.0 -1.0
2019-10-15 1.0 1.0 0.0
2019-10-16 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-13 1.0 1.0 0.0
2019-12-16 1.0 0.0 1.0
2020-01-24 0.0 -1.0 0.0
2020-01-27 0.0 0.0 -1.0
2020-04-29 1.0 1.0 0.0
2020-04-30 1.0 0.0 1.0
2020-05-13 0.0 -1.0 0.0
2020-05-14 0.0 0.0 -1.0
2020-05-18 1.0 1.0 0.0
2020-05-19 1.0 0.0 1.0
2020-06-26 0.0 -1.0 0.0
2020-06-29 0.0 0.0 -1.0
List the signal change and entry/exit points for EMA_009_SlowMA_25_FastMA_15
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-28 1787.62 1813.60 1743.459652 1741.001176 2.458476
2019-01-29 1816.62 1808.80 1751.628009 1746.237383 5.390626
2019-03-04 1723.66 1707.82 1831.919720 1834.430496 -2.510775
2019-03-05 1715.00 1745.93 1821.170962 1827.618781 -6.447819
2019-04-11 1810.00 1818.59 1779.604508 1777.591616 2.012892
2019-04-12 1827.87 1833.07 1786.287695 1781.859449 4.428246
2019-05-09 1729.43 1736.03 1806.580834 1809.668478 -3.087643
2019-05-10 1825.00 1829.85 1809.489480 1811.220924 -1.731443
2019-06-13 1802.05 1809.52 1763.096025 1763.056148 0.039877
2019-06-14 1808.20 1775.50 1764.646522 1764.013369 0.633153
2019-08-06 1799.20 1786.52 1867.933890 1869.199696 -1.265807
2019-08-07 1758.40 1821.56 1862.137153 1865.535104 -3.397950
2019-08-08 1900.00 1941.01 1871.996259 1871.340866 0.655394
2019-08-09 1926.54 1917.69 1877.707977 1874.906184 2.801793
2019-10-07 1971.01 1951.56 1980.224227 1980.248855 -0.024628
2019-10-08 1937.05 1938.19 1974.969948 1977.013558 -2.043610
2019-10-15 1992.21 2016.39 1978.537909 1978.152325 0.385584
2019-10-16 2016.80 2027.63 1984.674421 1981.958300 2.716121
2019-11-07 1942.20 1849.93 2002.915373 2004.202410 -1.287037
2019-11-08 1941.00 1879.19 1987.449702 1994.586071 -7.136369
2019-12-16 1983.47 1995.02 1928.309284 1925.503559 2.805724
2019-12-17 2000.00 2001.87 1937.504373 1931.377901 6.126472
2020-01-27 1906.41 1908.89 2011.888468 2014.272720 -2.384252
2020-01-28 1914.67 1917.45 2000.083660 2006.824819 -6.741159
2020-04-30 1514.53 1480.57 1414.248156 1413.315145 0.933011
2020-05-01 1442.75 1448.79 1418.565887 1416.043980 2.521907
2020-05-06 1397.46 1378.91 1410.330545 1411.385611 -1.055066
2020-05-07 1392.26 1443.91 1414.527977 1413.887487 0.640490
2020-05-08 1416.69 1430.83 1416.565730 1415.190757 1.374973
2020-05-12 1401.09 1385.92 1412.126262 1412.641592 -0.515330
2020-05-13 1379.34 1366.07 1406.369229 1409.059162 -2.689933
2020-05-18 1430.00 1557.43 1420.555695 1416.974830 3.580864
2020-05-19 1556.29 1547.56 1436.431233 1427.019843 9.411390
trade_signal signal_change entry_exit
date
2019-01-28 1.0 1.0 0.0
2019-01-29 1.0 0.0 1.0
2019-03-04 0.0 -1.0 0.0
2019-03-05 0.0 0.0 -1.0
2019-04-11 1.0 1.0 0.0
2019-04-12 1.0 0.0 1.0
2019-05-09 0.0 -1.0 0.0
2019-05-10 0.0 0.0 -1.0
2019-06-13 1.0 1.0 0.0
2019-06-14 1.0 0.0 1.0
2019-08-06 0.0 -1.0 0.0
2019-08-07 0.0 0.0 -1.0
2019-08-08 1.0 1.0 0.0
2019-08-09 1.0 0.0 1.0
2019-10-07 0.0 -1.0 0.0
2019-10-08 0.0 0.0 -1.0
2019-10-15 1.0 1.0 0.0
2019-10-16 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-16 1.0 1.0 0.0
2019-12-17 1.0 0.0 1.0
2020-01-27 0.0 -1.0 0.0
2020-01-28 0.0 0.0 -1.0
2020-04-30 1.0 1.0 0.0
2020-05-01 1.0 0.0 1.0
2020-05-06 0.0 -1.0 0.0
2020-05-07 1.0 1.0 -1.0
2020-05-08 1.0 0.0 1.0
2020-05-12 0.0 -1.0 0.0
2020-05-13 0.0 0.0 -1.0
2020-05-18 1.0 1.0 0.0
2020-05-19 1.0 0.0 1.0
List the signal change and entry/exit points for EMA_010_SlowMA_25_FastMA_20
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-29 1816.62 1808.80 1746.665472 1746.237383 0.428089
2019-01-30 1825.33 1818.70 1753.532129 1751.832057 1.700071
2019-03-05 1715.00 1745.93 1827.137379 1827.618781 -0.481402
2019-03-06 1748.37 1751.62 1819.944657 1821.769562 -1.824905
2019-04-12 1827.87 1833.07 1782.827844 1781.859449 0.968395
2019-04-15 1834.00 1846.23 1788.866175 1786.811314 2.054860
2019-05-09 1729.43 1736.03 1809.403821 1809.668478 -0.264657
2019-05-10 1825.00 1829.85 1811.351077 1811.220924 0.130154
2019-05-13 1800.00 1777.26 1808.104306 1808.608512 -0.504206
2019-05-14 1787.12 1793.67 1806.729609 1807.459382 -0.729773
2019-06-18 1808.38 1808.99 1769.076464 1768.708382 0.368082
2019-06-19 1812.00 1842.06 1776.027277 1774.350823 1.676455
2019-10-09 1953.72 1943.33 1974.367572 1974.422515 -0.054943
2019-10-10 1942.69 1962.91 1973.276375 1973.536937 -0.260563
2019-10-14 1964.52 1988.75 1975.086420 1974.965852 0.120568
2019-10-15 1992.21 2016.39 1979.020094 1978.152325 0.867769
2019-11-08 1941.00 1879.19 1992.804776 1994.586071 -1.781294
2019-11-11 1869.00 1896.04 1983.589083 1987.005604 -3.416520
2019-12-17 2000.00 2001.87 1932.517811 1931.377901 1.139910
2019-12-18 2008.67 1991.51 1938.136115 1936.003447 2.132668
2020-01-28 1914.67 1917.45 2005.862506 2006.824819 -0.962312
2020-01-29 1924.04 1893.95 1995.204172 1998.142140 -2.937968
2020-05-18 1430.00 1557.43 1417.093064 1416.974830 0.118234
2020-05-19 1556.29 1547.56 1429.518487 1427.019843 2.498643
trade_signal signal_change entry_exit
date
2019-01-29 1.0 1.0 0.0
2019-01-30 1.0 0.0 1.0
2019-03-05 0.0 -1.0 0.0
2019-03-06 0.0 0.0 -1.0
2019-04-12 1.0 1.0 0.0
2019-04-15 1.0 0.0 1.0
2019-05-09 0.0 -1.0 0.0
2019-05-10 1.0 1.0 -1.0
2019-05-13 0.0 -1.0 1.0
2019-05-14 0.0 0.0 -1.0
2019-06-18 1.0 1.0 0.0
2019-06-19 1.0 0.0 1.0
2019-10-09 0.0 -1.0 0.0
2019-10-10 0.0 0.0 -1.0
2019-10-14 1.0 1.0 0.0
2019-10-15 1.0 0.0 1.0
2019-11-08 0.0 -1.0 0.0
2019-11-11 0.0 0.0 -1.0
2019-12-17 1.0 1.0 0.0
2019-12-18 1.0 0.0 1.0
2020-01-28 0.0 -1.0 0.0
2020-01-29 0.0 0.0 -1.0
2020-05-18 1.0 1.0 0.0
2020-05-19 1.0 0.0 1.0
List the signal change and entry/exit points for EMA_011_SlowMA_30_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-24 1748.98 1795.67 1748.658638 1734.412834 14.245804
2019-01-25 1811.99 1802.20 1766.505759 1738.836929 27.668830
2019-02-28 1754.00 1697.04 1837.781139 1848.849214 -11.068075
2019-03-01 1708.20 1714.08 1796.547426 1840.134262 -43.586836
2019-04-08 1767.92 1788.72 1775.174211 1772.181645 2.992567
2019-04-09 1776.75 1794.47 1781.606141 1773.620153 7.985988
2019-05-07 1781.45 1785.00 1809.790374 1818.387194 -8.596820
2019-05-08 1765.01 1751.63 1790.403583 1814.079844 -23.676262
2019-06-10 1782.57 1781.12 1758.416554 1756.422406 1.994148
2019-06-11 1799.50 1803.63 1773.487703 1759.468124 14.019579
2019-08-05 1819.98 1788.60 1850.994684 1871.933631 -20.938948
2019-08-06 1799.20 1786.52 1829.503123 1866.423066 -36.919943
2019-08-09 1926.54 1917.69 1882.501296 1871.699253 10.802043
2019-08-12 1900.44 1916.89 1893.964197 1874.614788 19.349409
2019-09-27 1969.56 1944.25 1981.845635 1983.828158 -1.982523
2019-09-30 1953.00 1962.61 1975.433757 1982.459245 -7.025488
2019-10-15 1992.21 2016.39 1986.309378 1976.017946 10.291432
2019-10-16 2016.80 2027.63 2000.082919 1979.347756 20.735162
2019-11-07 1942.20 1849.93 1965.462045 2002.371512 -36.909467
2019-11-08 1941.00 1879.19 1936.704697 1994.424318 -57.719621
2019-12-12 1930.85 1948.48 1925.228192 1919.054665 6.173526
2019-12-13 1960.87 1973.60 1941.352128 1922.573719 18.778409
2020-01-23 1986.24 1993.20 2014.841566 2022.660375 -7.818809
2020-01-24 1998.00 1962.96 1997.547711 2018.808738 -21.261027
2020-02-18 1972.25 1976.28 1961.652479 1956.316252 5.336227
2020-02-19 1982.76 1968.49 1963.931653 1957.101655 6.829997
2020-02-21 1965.00 1928.72 1953.745179 1956.103967 -2.358788
2020-02-24 1830.93 1792.54 1900.010119 1945.551453 -45.541334
2020-04-17 1469.00 1470.87 1430.823246 1428.187807 2.635440
2020-04-20 1462.05 1411.63 1424.425497 1427.119561 -2.694064
2020-04-21 1382.81 1342.22 1397.023665 1421.642170 -24.618505
2020-04-29 1487.83 1520.53 1440.810020 1418.800304 22.009716
2020-04-30 1514.53 1480.57 1454.063347 1422.785446 31.277901
2020-05-06 1397.46 1378.91 1408.927204 1419.007123 -10.079919
2020-05-07 1392.26 1443.91 1420.588136 1420.613760 -0.025624
2020-05-08 1416.69 1430.83 1424.002091 1421.272872 2.729218
2020-05-11 1427.02 1411.00 1419.668061 1420.610106 -0.942046
2020-05-12 1401.09 1385.92 1408.418707 1418.372035 -9.953328
2020-05-18 1430.00 1557.43 1444.710732 1420.500514 24.210218
2020-05-19 1556.29 1547.56 1478.993822 1428.697900 50.295921
2020-06-26 1597.30 1541.25 1600.674407 1617.470524 -16.796117
2020-06-29 1567.77 1593.22 1598.189605 1615.905974 -17.716369
trade_signal signal_change entry_exit
date
2019-01-24 1.0 1.0 0.0
2019-01-25 1.0 0.0 1.0
2019-02-28 0.0 -1.0 0.0
2019-03-01 0.0 0.0 -1.0
2019-04-08 1.0 1.0 0.0
2019-04-09 1.0 0.0 1.0
2019-05-07 0.0 -1.0 0.0
2019-05-08 0.0 0.0 -1.0
2019-06-10 1.0 1.0 0.0
2019-06-11 1.0 0.0 1.0
2019-08-05 0.0 -1.0 0.0
2019-08-06 0.0 0.0 -1.0
2019-08-09 1.0 1.0 0.0
2019-08-12 1.0 0.0 1.0
2019-09-27 0.0 -1.0 0.0
2019-09-30 0.0 0.0 -1.0
2019-10-15 1.0 1.0 0.0
2019-10-16 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-12 1.0 1.0 0.0
2019-12-13 1.0 0.0 1.0
2020-01-23 0.0 -1.0 0.0
2020-01-24 0.0 0.0 -1.0
2020-02-18 1.0 1.0 0.0
2020-02-19 1.0 0.0 1.0
2020-02-21 0.0 -1.0 0.0
2020-02-24 0.0 0.0 -1.0
2020-04-17 1.0 1.0 0.0
2020-04-20 0.0 -1.0 1.0
2020-04-21 0.0 0.0 -1.0
2020-04-29 1.0 1.0 0.0
2020-04-30 1.0 0.0 1.0
2020-05-06 0.0 -1.0 0.0
2020-05-07 0.0 0.0 -1.0
2020-05-08 1.0 1.0 0.0
2020-05-11 0.0 -1.0 1.0
2020-05-12 0.0 0.0 -1.0
2020-05-18 1.0 1.0 0.0
2020-05-19 1.0 0.0 1.0
2020-06-26 0.0 -1.0 0.0
2020-06-29 0.0 0.0 -1.0
List the signal change and entry/exit points for EMA_012_SlowMA_30_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-25 1811.99 1802.20 1742.370643 1738.836929 3.533714
2019-01-28 1787.62 1813.60 1755.321450 1743.712653 11.608797
2019-03-01 1708.20 1714.08 1838.936957 1840.134262 -1.197305
2019-03-04 1723.66 1707.82 1815.097510 1831.579342 -16.481831
2019-04-10 1793.85 1806.00 1778.734513 1775.709923 3.024590
2019-04-11 1810.00 1818.59 1785.980965 1778.477305 7.503660
2019-05-08 1765.01 1751.63 1810.603370 1814.079844 -3.476474
2019-05-09 1729.43 1736.03 1797.044576 1809.043896 -11.999321
2019-06-12 1804.17 1798.90 1762.233433 1762.012167 0.221266
2019-06-13 1802.05 1809.52 1770.830991 1765.077247 5.753744
2019-08-06 1799.20 1786.52 1857.919655 1866.423066 -8.503411
2019-08-07 1758.40 1821.56 1851.308809 1863.528670 -12.219861
2019-08-09 1926.54 1917.69 1876.722095 1871.699253 5.022842
2019-08-12 1900.44 1916.89 1884.025351 1874.614788 9.410562
2019-10-03 1936.55 1961.45 1977.764077 1978.378067 -0.613990
2019-10-04 1970.64 1983.20 1978.752426 1978.689159 0.063267
2019-10-07 1971.01 1951.56 1973.808349 1976.938891 -3.130542
2019-10-08 1937.05 1938.19 1967.332285 1974.438962 -7.106677
2019-10-15 1992.21 2016.39 1978.240544 1976.017946 2.222598
2019-10-16 2016.80 2027.63 1987.220445 1979.347756 7.872689
2019-11-07 1942.20 1849.93 1994.876742 2002.371512 -7.494771
2019-11-08 1941.00 1879.19 1973.842789 1994.424318 -20.581529
2019-12-13 1960.87 1973.60 1925.317055 1922.573719 2.743335
2019-12-16 1983.47 1995.02 1937.990317 1927.247673 10.742645
2020-01-27 1906.41 1908.89 1999.350830 2011.717206 -12.366376
2020-01-28 1914.67 1917.45 1984.459770 2005.635451 -21.175681
2020-04-30 1514.53 1480.57 1427.781599 1422.785446 4.996154
2020-05-01 1442.75 1448.79 1431.601308 1424.463159 7.138150
2020-05-06 1397.46 1378.91 1414.080972 1419.007123 -4.926151
2020-05-07 1392.26 1443.91 1419.504432 1420.613760 -1.109328
2020-05-08 1416.69 1430.83 1421.563626 1421.272872 0.290754
2020-05-11 1427.02 1411.00 1419.642967 1420.610106 -0.967140
2020-05-12 1401.09 1385.92 1413.511518 1418.372035 -4.860517
2020-05-18 1430.00 1557.43 1426.836814 1420.500514 6.336300
2020-05-19 1556.29 1547.56 1448.786484 1428.697900 20.088584
2020-06-30 1583.90 1592.34 1613.968985 1614.385589 -0.416604
2020-07-01 1606.05 1658.79 1622.118260 1617.250390 4.867871
trade_signal signal_change entry_exit
date
2019-01-25 1.0 1.0 0.0
2019-01-28 1.0 0.0 1.0
2019-03-01 0.0 -1.0 0.0
2019-03-04 0.0 0.0 -1.0
2019-04-10 1.0 1.0 0.0
2019-04-11 1.0 0.0 1.0
2019-05-08 0.0 -1.0 0.0
2019-05-09 0.0 0.0 -1.0
2019-06-12 1.0 1.0 0.0
2019-06-13 1.0 0.0 1.0
2019-08-06 0.0 -1.0 0.0
2019-08-07 0.0 0.0 -1.0
2019-08-09 1.0 1.0 0.0
2019-08-12 1.0 0.0 1.0
2019-10-03 0.0 -1.0 0.0
2019-10-04 1.0 1.0 -1.0
2019-10-07 0.0 -1.0 1.0
2019-10-08 0.0 0.0 -1.0
2019-10-15 1.0 1.0 0.0
2019-10-16 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-13 1.0 1.0 0.0
2019-12-16 1.0 0.0 1.0
2020-01-27 0.0 -1.0 0.0
2020-01-28 0.0 0.0 -1.0
2020-04-30 1.0 1.0 0.0
2020-05-01 1.0 0.0 1.0
2020-05-06 0.0 -1.0 0.0
2020-05-07 0.0 0.0 -1.0
2020-05-08 1.0 1.0 0.0
2020-05-11 0.0 -1.0 1.0
2020-05-12 0.0 0.0 -1.0
2020-05-18 1.0 1.0 0.0
2020-05-19 1.0 0.0 1.0
2020-06-30 0.0 -1.0 0.0
2020-07-01 1.0 1.0 -1.0
List the signal change and entry/exit points for EMA_013_SlowMA_30_FastMA_15
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-29 1816.62 1808.80 1751.628009 1747.954402 3.673607
2019-01-30 1825.33 1818.70 1760.012739 1752.561886 7.450854
2019-03-05 1715.00 1745.93 1821.170962 1826.042367 -4.871405
2019-03-06 1748.37 1751.62 1812.477061 1821.231812 -8.754751
2019-04-11 1810.00 1818.59 1779.604508 1778.477305 1.127203
2019-04-12 1827.87 1833.07 1786.287695 1782.000517 4.287179
2019-05-09 1729.43 1736.03 1806.580834 1809.043896 -2.463062
2019-05-10 1825.00 1829.85 1809.489480 1810.386344 -0.896864
2019-06-18 1808.38 1808.99 1772.022962 1769.484609 2.538354
2019-06-19 1812.00 1842.06 1780.777592 1774.166960 6.610632
2019-08-07 1758.40 1821.56 1862.137153 1863.528670 -1.391517
2019-08-08 1900.00 1941.01 1871.996259 1868.527473 3.468787
2019-08-09 1926.54 1917.69 1877.707977 1871.699253 6.008724
2019-10-09 1953.72 1943.33 1971.014955 1972.431932 -1.416977
2019-10-10 1942.69 1962.91 1970.001835 1971.817614 -1.815779
2019-10-15 1992.21 2016.39 1978.537909 1976.017946 2.519963
2019-10-16 2016.80 2027.63 1984.674421 1979.347756 5.326664
2019-11-08 1941.00 1879.19 1987.449702 1994.424318 -6.974616
2019-11-11 1869.00 1896.04 1976.023489 1988.076942 -12.053453
2019-12-16 1983.47 1995.02 1928.309284 1927.247673 1.061611
2019-12-17 2000.00 2001.87 1937.504373 1932.062017 5.442357
2020-01-28 1914.67 1917.45 2000.083660 2005.635451 -5.551791
2020-01-29 1924.04 1893.95 1986.816952 1998.429938 -11.612986
2020-05-18 1430.00 1557.43 1420.555695 1420.500514 0.055181
2020-05-19 1556.29 1547.56 1436.431233 1428.697900 7.733333
trade_signal signal_change entry_exit
date
2019-01-29 1.0 1.0 0.0
2019-01-30 1.0 0.0 1.0
2019-03-05 0.0 -1.0 0.0
2019-03-06 0.0 0.0 -1.0
2019-04-11 1.0 1.0 0.0
2019-04-12 1.0 0.0 1.0
2019-05-09 0.0 -1.0 0.0
2019-05-10 0.0 0.0 -1.0
2019-06-18 1.0 1.0 0.0
2019-06-19 1.0 0.0 1.0
2019-08-07 0.0 -1.0 0.0
2019-08-08 1.0 1.0 -1.0
2019-08-09 1.0 0.0 1.0
2019-10-09 0.0 -1.0 0.0
2019-10-10 0.0 0.0 -1.0
2019-10-15 1.0 1.0 0.0
2019-10-16 1.0 0.0 1.0
2019-11-08 0.0 -1.0 0.0
2019-11-11 0.0 0.0 -1.0
2019-12-16 1.0 1.0 0.0
2019-12-17 1.0 0.0 1.0
2020-01-28 0.0 -1.0 0.0
2020-01-29 0.0 0.0 -1.0
2020-05-18 1.0 1.0 0.0
2020-05-19 1.0 0.0 1.0
List the signal change and entry/exit points for EMA_014_SlowMA_30_FastMA_20
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-30 1825.33 1818.70 1753.532129 1752.561886 0.970243
2019-01-31 1820.37 1832.81 1761.088600 1757.785052 3.303548
2019-03-06 1748.37 1751.62 1819.944657 1821.231812 -1.287154
2019-03-07 1746.50 1725.01 1810.902590 1815.012933 -4.110343
2019-04-12 1827.87 1833.07 1782.827844 1782.000517 0.827328
2019-04-15 1834.00 1846.23 1788.866175 1786.145567 2.720607
2019-05-13 1800.00 1777.26 1808.104306 1808.248984 -0.144678
2019-05-14 1787.12 1793.67 1806.729609 1807.308332 -0.578723
2019-06-19 1812.00 1842.06 1776.027277 1774.166960 1.860317
2019-06-20 1862.07 1861.31 1784.149442 1779.789168 4.360273
2019-11-08 1941.00 1879.19 1992.804776 1994.424318 -1.619541
2019-11-11 1869.00 1896.04 1983.589083 1988.076942 -4.487859
2019-12-17 2000.00 2001.87 1932.517811 1932.062017 0.455794
2019-12-18 2008.67 1991.51 1938.136115 1935.897370 2.238744
2020-01-29 1924.04 1893.95 1995.204172 1998.429938 -3.225766
2020-01-30 1871.42 1872.09 1983.479013 1990.278974 -6.799961
2020-05-19 1556.29 1547.56 1429.518487 1428.697900 0.820586
2020-05-20 1578.52 1599.15 1445.673869 1439.694810 5.979059
trade_signal signal_change entry_exit
date
2019-01-30 1.0 1.0 0.0
2019-01-31 1.0 0.0 1.0
2019-03-06 0.0 -1.0 0.0
2019-03-07 0.0 0.0 -1.0
2019-04-12 1.0 1.0 0.0
2019-04-15 1.0 0.0 1.0
2019-05-13 0.0 -1.0 0.0
2019-05-14 0.0 0.0 -1.0
2019-06-19 1.0 1.0 0.0
2019-06-20 1.0 0.0 1.0
2019-11-08 0.0 -1.0 0.0
2019-11-11 0.0 0.0 -1.0
2019-12-17 1.0 1.0 0.0
2019-12-18 1.0 0.0 1.0
2020-01-29 0.0 -1.0 0.0
2020-01-30 0.0 0.0 -1.0
2020-05-19 1.0 1.0 0.0
2020-05-20 1.0 0.0 1.0
List the signal change and entry/exit points for EMA_015_SlowMA_35_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-24 1748.98 1795.67 1748.658638 1739.480709 9.177929
2019-01-25 1811.99 1802.20 1766.505759 1743.042469 23.463290
2019-02-28 1754.00 1697.04 1837.781139 1842.842534 -5.061395
2019-03-01 1708.20 1714.08 1796.547426 1835.649435 -39.102009
2019-04-08 1767.92 1788.72 1775.174211 1774.513352 0.660860
2019-04-09 1776.75 1794.47 1781.606141 1775.623361 5.982780
2019-05-07 1781.45 1785.00 1809.790374 1815.982619 -6.192245
2019-05-08 1765.01 1751.63 1790.403583 1812.406132 -22.002549
2019-06-11 1799.50 1803.63 1773.487703 1762.741717 10.745986
2019-06-12 1804.17 1798.90 1781.958468 1764.750702 17.207767
2019-08-05 1819.98 1788.60 1850.994684 1867.496927 -16.502243
2019-08-06 1799.20 1786.52 1829.503123 1862.998160 -33.495037
2019-08-09 1926.54 1917.69 1882.501296 1868.076422 14.424874
2019-08-12 1900.44 1916.89 1893.964197 1870.788310 23.175887
2019-09-30 1953.00 1962.61 1975.433757 1975.829956 -0.396199
2019-10-01 1977.00 1978.03 1976.299171 1975.952181 0.346990
2019-10-02 1969.00 1941.44 1964.679447 1974.034835 -9.355388
2019-10-03 1936.55 1961.45 1963.602965 1973.335677 -9.732712
2019-10-14 1964.52 1988.75 1971.269067 1970.399197 0.869870
2019-10-15 1992.21 2016.39 1986.309378 1972.954243 13.355135
2019-11-07 1942.20 1849.93 1965.462045 1999.728994 -34.266948
2019-11-08 1941.00 1879.19 1936.704697 1993.032381 -56.327684
2019-12-12 1930.85 1948.48 1925.228192 1922.733814 2.494378
2019-12-13 1960.87 1973.60 1941.352128 1925.559713 15.792414
2020-01-23 1986.24 1993.20 2014.841566 2017.536877 -2.695311
2020-01-24 1998.00 1962.96 1997.547711 2014.504828 -16.957117
2020-02-18 1972.25 1976.28 1961.652479 1959.124322 2.528156
2020-02-19 1982.76 1968.49 1963.931653 1959.644638 4.287015
2020-02-21 1965.00 1928.72 1953.745179 1958.517686 -4.772507
2020-02-24 1830.93 1792.54 1900.010119 1949.296704 -49.286584
2020-04-29 1487.83 1520.53 1440.810020 1433.477255 7.332765
2020-04-30 1514.53 1480.57 1454.063347 1436.093518 17.969828
2020-05-05 1443.25 1393.20 1423.935806 1433.143753 -9.207946
2020-05-06 1397.46 1378.91 1408.927204 1430.130766 -21.203562
2020-05-18 1430.00 1557.43 1444.710732 1427.228706 17.482027
2020-05-19 1556.29 1547.56 1478.993822 1433.913778 45.080044
2020-06-26 1597.30 1541.25 1600.674407 1609.345305 -8.670898
2020-06-29 1567.77 1593.22 1598.189605 1608.449455 -10.259850
2020-07-01 1606.05 1658.79 1617.089824 1610.400903 6.688922
trade_signal signal_change entry_exit
date
2019-01-24 1.0 1.0 0.0
2019-01-25 1.0 0.0 1.0
2019-02-28 0.0 -1.0 0.0
2019-03-01 0.0 0.0 -1.0
2019-04-08 1.0 1.0 0.0
2019-04-09 1.0 0.0 1.0
2019-05-07 0.0 -1.0 0.0
2019-05-08 0.0 0.0 -1.0
2019-06-11 1.0 1.0 0.0
2019-06-12 1.0 0.0 1.0
2019-08-05 0.0 -1.0 0.0
2019-08-06 0.0 0.0 -1.0
2019-08-09 1.0 1.0 0.0
2019-08-12 1.0 0.0 1.0
2019-09-30 0.0 -1.0 0.0
2019-10-01 1.0 1.0 -1.0
2019-10-02 0.0 -1.0 1.0
2019-10-03 0.0 0.0 -1.0
2019-10-14 1.0 1.0 0.0
2019-10-15 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-12 1.0 1.0 0.0
2019-12-13 1.0 0.0 1.0
2020-01-23 0.0 -1.0 0.0
2020-01-24 0.0 0.0 -1.0
2020-02-18 1.0 1.0 0.0
2020-02-19 1.0 0.0 1.0
2020-02-21 0.0 -1.0 0.0
2020-02-24 0.0 0.0 -1.0
2020-04-29 1.0 1.0 0.0
2020-04-30 1.0 0.0 1.0
2020-05-05 0.0 -1.0 0.0
2020-05-06 0.0 0.0 -1.0
2020-05-18 1.0 1.0 0.0
2020-05-19 1.0 0.0 1.0
2020-06-26 0.0 -1.0 0.0
2020-06-29 0.0 0.0 -1.0
2020-07-01 1.0 1.0 0.0
List the signal change and entry/exit points for EMA_016_SlowMA_35_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-28 1787.62 1813.60 1755.321450 1747.044417 8.277033
2019-01-29 1816.62 1808.80 1765.044832 1750.543058 14.501774
2019-03-04 1723.66 1707.82 1815.097510 1828.510659 -13.413148
2019-03-05 1715.00 1745.93 1802.521599 1823.900190 -21.378591
2019-04-10 1793.85 1806.00 1778.734513 1777.312830 1.421682
2019-04-11 1810.00 1818.59 1785.980965 1779.608417 6.372548
2019-05-08 1765.01 1751.63 1810.603370 1812.406132 -1.802761
2019-05-09 1729.43 1736.03 1797.044576 1808.161509 -11.116933
2019-06-13 1802.05 1809.52 1770.830991 1767.238108 3.592883
2019-06-14 1808.20 1775.50 1771.679902 1767.697141 3.982760
2019-08-06 1799.20 1786.52 1857.919655 1862.998160 -5.078505
2019-08-07 1758.40 1821.56 1851.308809 1860.696016 -9.387208
2019-08-08 1900.00 1941.01 1867.618116 1865.157947 2.460169
2019-08-09 1926.54 1917.69 1876.722095 1868.076422 8.645674
2019-10-08 1937.05 1938.19 1967.332285 1970.729405 -3.397119
2019-10-09 1953.72 1943.33 1962.968234 1969.207214 -6.238981
2019-10-15 1992.21 2016.39 1978.240544 1972.954243 5.286300
2019-10-16 2016.80 2027.63 1987.220445 1975.991787 11.228657
2019-11-07 1942.20 1849.93 1994.876742 1999.728994 -4.852252
2019-11-08 1941.00 1879.19 1973.842789 1993.032381 -19.189593
2019-12-16 1983.47 1995.02 1937.990317 1929.418618 8.571699
2019-12-17 2000.00 2001.87 1949.604805 1933.443695 16.161110
2020-01-27 1906.41 1908.89 1999.350830 2008.637338 -9.286508
2020-01-28 1914.67 1917.45 1984.459770 2003.571374 -19.111604
2020-05-19 1556.29 1547.56 1448.786484 1433.913778 14.872706
2020-05-20 1578.52 1599.15 1476.125305 1443.093568 33.031737
trade_signal signal_change entry_exit
date
2019-01-28 1.0 1.0 0.0
2019-01-29 1.0 0.0 1.0
2019-03-04 0.0 -1.0 0.0
2019-03-05 0.0 0.0 -1.0
2019-04-10 1.0 1.0 0.0
2019-04-11 1.0 0.0 1.0
2019-05-08 0.0 -1.0 0.0
2019-05-09 0.0 0.0 -1.0
2019-06-13 1.0 1.0 0.0
2019-06-14 1.0 0.0 1.0
2019-08-06 0.0 -1.0 0.0
2019-08-07 0.0 0.0 -1.0
2019-08-08 1.0 1.0 0.0
2019-08-09 1.0 0.0 1.0
2019-10-08 0.0 -1.0 0.0
2019-10-09 0.0 0.0 -1.0
2019-10-15 1.0 1.0 0.0
2019-10-16 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-16 1.0 1.0 0.0
2019-12-17 1.0 0.0 1.0
2020-01-27 0.0 -1.0 0.0
2020-01-28 0.0 0.0 -1.0
2020-05-19 1.0 1.0 0.0
2020-05-20 1.0 0.0 1.0
List the signal change and entry/exit points for EMA_017_SlowMA_35_FastMA_15
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-29 1816.62 1808.80 1751.628009 1750.543058 1.084951
2019-01-30 1825.33 1818.70 1760.012739 1754.400123 5.612616
2019-03-05 1715.00 1745.93 1821.170962 1823.900190 -2.729228
2019-03-06 1748.37 1751.62 1812.477061 1819.865902 -7.388841
2019-04-12 1827.87 1833.07 1786.287695 1782.581453 3.706243
2019-04-15 1834.00 1846.23 1793.780484 1786.120798 7.659686
2019-05-09 1729.43 1736.03 1806.580834 1808.161509 -1.580674
2019-05-10 1825.00 1829.85 1809.489480 1809.366828 0.122652
2019-05-13 1800.00 1777.26 1805.460795 1807.582552 -2.121757
2019-05-14 1787.12 1793.67 1803.986946 1806.809401 -2.822456
2019-06-18 1808.38 1808.99 1772.022962 1770.710919 1.312043
2019-06-19 1812.00 1842.06 1780.777592 1774.675041 6.102551
2019-11-08 1941.00 1879.19 1987.449702 1993.032381 -5.582680
2019-11-11 1869.00 1896.04 1976.023489 1987.643914 -11.620426
2019-12-17 2000.00 2001.87 1937.504373 1933.443695 4.060678
2019-12-18 2008.67 1991.51 1944.255077 1936.669601 7.585475
2020-01-28 1914.67 1917.45 2000.083660 2003.571374 -3.487715
2020-01-29 1924.04 1893.95 1986.816952 1997.481298 -10.664346
2020-05-19 1556.29 1547.56 1436.431233 1433.913778 2.517455
2020-05-20 1578.52 1599.15 1456.771079 1443.093568 13.677511
trade_signal signal_change entry_exit
date
2019-01-29 1.0 1.0 0.0
2019-01-30 1.0 0.0 1.0
2019-03-05 0.0 -1.0 0.0
2019-03-06 0.0 0.0 -1.0
2019-04-12 1.0 1.0 0.0
2019-04-15 1.0 0.0 1.0
2019-05-09 0.0 -1.0 0.0
2019-05-10 1.0 1.0 -1.0
2019-05-13 0.0 -1.0 1.0
2019-05-14 0.0 0.0 -1.0
2019-06-18 1.0 1.0 0.0
2019-06-19 1.0 0.0 1.0
2019-11-08 0.0 -1.0 0.0
2019-11-11 0.0 0.0 -1.0
2019-12-17 1.0 1.0 0.0
2019-12-18 1.0 0.0 1.0
2020-01-28 0.0 -1.0 0.0
2020-01-29 0.0 0.0 -1.0
2020-05-19 1.0 1.0 0.0
2020-05-20 1.0 0.0 1.0
List the signal change and entry/exit points for EMA_018_SlowMA_35_FastMA_20
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-31 1820.37 1832.81 1761.088600 1758.832821 2.255779
2019-02-01 1824.05 1836.96 1768.319814 1763.245227 5.074587
2019-03-07 1746.50 1725.01 1810.902590 1814.572931 -3.670341
2019-03-08 1708.04 1715.82 1801.846497 1809.063853 -7.217356
2019-04-12 1827.87 1833.07 1782.827844 1782.581453 0.246391
2019-04-15 1834.00 1846.23 1788.866175 1786.120798 2.745377
2019-05-14 1787.12 1793.67 1806.729609 1806.809401 -0.079792
2019-05-15 1778.60 1789.43 1805.082026 1805.843607 -0.761580
2019-06-19 1812.00 1842.06 1776.027277 1774.675041 1.352237
2019-06-20 1862.07 1861.31 1784.149442 1779.488419 4.661023
2019-11-08 1941.00 1879.19 1992.804776 1993.032381 -0.227605
2019-11-11 1869.00 1896.04 1983.589083 1987.643914 -4.054831
2019-12-18 2008.67 1991.51 1938.136115 1936.669601 1.466513
2019-12-19 1996.00 2003.12 1944.325056 1940.361290 3.963766
2020-01-29 1924.04 1893.95 1995.204172 1997.481298 -2.277126
2020-01-30 1871.42 1872.09 1983.479013 1990.515115 -7.036102
2020-05-20 1578.52 1599.15 1445.673869 1443.093568 2.580301
2020-05-21 1605.00 1595.68 1459.960167 1451.570592 8.389575
trade_signal signal_change entry_exit
date
2019-01-31 1.0 1.0 0.0
2019-02-01 1.0 0.0 1.0
2019-03-07 0.0 -1.0 0.0
2019-03-08 0.0 0.0 -1.0
2019-04-12 1.0 1.0 0.0
2019-04-15 1.0 0.0 1.0
2019-05-14 0.0 -1.0 0.0
2019-05-15 0.0 0.0 -1.0
2019-06-19 1.0 1.0 0.0
2019-06-20 1.0 0.0 1.0
2019-11-08 0.0 -1.0 0.0
2019-11-11 0.0 0.0 -1.0
2019-12-18 1.0 1.0 0.0
2019-12-19 1.0 0.0 1.0
2020-01-29 0.0 -1.0 0.0
2020-01-30 0.0 0.0 -1.0
2020-05-20 1.0 1.0 0.0
2020-05-21 1.0 0.0 1.0
List the signal change and entry/exit points for EMA_019_SlowMA_40_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-24 1748.98 1795.67 1748.658638 1744.139996 4.518642
2019-01-25 1811.99 1802.20 1766.505759 1747.075096 19.430663
2019-02-28 1754.00 1697.04 1837.781139 1837.938396 -0.157257
2019-03-01 1708.20 1714.08 1796.547426 1831.832057 -35.284631
2019-04-09 1776.75 1794.47 1781.606141 1777.407581 4.198560
2019-04-10 1793.85 1806.00 1789.737427 1778.805973 10.931454
2019-05-07 1781.45 1785.00 1809.790374 1813.959035 -4.168661
2019-05-08 1765.01 1751.63 1790.403583 1810.915532 -20.511949
2019-06-11 1799.50 1803.63 1773.487703 1765.607352 7.880351
2019-06-12 1804.17 1798.90 1781.958468 1767.231876 14.726592
2019-08-05 1819.98 1788.60 1850.994684 1863.155407 -12.160723
2019-08-06 1799.20 1786.52 1829.503123 1859.416925 -29.913803
2019-08-08 1900.00 1941.01 1864.906943 1861.640569 3.266374
2019-08-09 1926.54 1917.69 1882.501296 1864.374794 18.126501
2019-10-02 1969.00 1941.44 1964.679447 1968.246309 -3.566861
2019-10-03 1936.55 1961.45 1963.602965 1967.914779 -4.311814
2019-10-04 1970.64 1983.20 1970.135310 1968.660404 1.474906
2019-10-07 1971.01 1951.56 1963.943540 1967.826234 -3.882694
2019-10-08 1937.05 1938.19 1955.359027 1966.380556 -11.021530
2019-10-14 1964.52 1988.75 1971.269067 1966.851909 4.417158
2019-10-15 1992.21 2016.39 1986.309378 1969.268410 17.040968
2019-11-07 1942.20 1849.93 1965.462045 1996.525498 -31.063453
2019-11-08 1941.00 1879.19 1936.704697 1990.801806 -54.097110
2019-12-13 1960.87 1973.60 1941.352128 1928.237102 13.115026
2019-12-16 1983.47 1995.02 1959.241419 1931.494806 27.746613
2020-01-24 1998.00 1962.96 1997.547711 2010.450505 -12.902794
2020-01-27 1906.41 1908.89 1967.995140 2005.496334 -37.501193
2020-02-18 1972.25 1976.28 1961.652479 1961.194502 0.457977
2020-02-19 1982.76 1968.49 1963.931653 1961.550380 2.381273
2020-02-21 1965.00 1928.72 1953.745179 1960.383193 -6.638014
2020-02-24 1830.93 1792.54 1900.010119 1952.195720 -52.185601
2020-04-30 1514.53 1480.57 1454.063347 1451.616652 2.446694
2020-05-01 1442.75 1448.79 1452.305564 1451.478767 0.826798
2020-05-04 1415.73 1413.30 1439.303710 1449.616388 -10.312678
2020-05-05 1443.25 1393.20 1423.935806 1446.864369 -22.928562
2020-05-18 1430.00 1557.43 1444.710732 1436.423581 8.287151
2020-05-19 1556.29 1547.56 1478.993822 1441.844870 37.148952
2020-06-26 1597.30 1541.25 1600.674407 1602.432681 -1.758273
2020-06-29 1567.77 1593.22 1598.189605 1601.983282 -3.793677
2020-07-01 1606.05 1658.79 1617.089824 1604.306884 12.782941
trade_signal signal_change entry_exit
date
2019-01-24 1.0 1.0 0.0
2019-01-25 1.0 0.0 1.0
2019-02-28 0.0 -1.0 0.0
2019-03-01 0.0 0.0 -1.0
2019-04-09 1.0 1.0 0.0
2019-04-10 1.0 0.0 1.0
2019-05-07 0.0 -1.0 0.0
2019-05-08 0.0 0.0 -1.0
2019-06-11 1.0 1.0 0.0
2019-06-12 1.0 0.0 1.0
2019-08-05 0.0 -1.0 0.0
2019-08-06 0.0 0.0 -1.0
2019-08-08 1.0 1.0 0.0
2019-08-09 1.0 0.0 1.0
2019-10-02 0.0 -1.0 0.0
2019-10-03 0.0 0.0 -1.0
2019-10-04 1.0 1.0 0.0
2019-10-07 0.0 -1.0 1.0
2019-10-08 0.0 0.0 -1.0
2019-10-14 1.0 1.0 0.0
2019-10-15 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-13 1.0 1.0 0.0
2019-12-16 1.0 0.0 1.0
2020-01-24 0.0 -1.0 0.0
2020-01-27 0.0 0.0 -1.0
2020-02-18 1.0 1.0 0.0
2020-02-19 1.0 0.0 1.0
2020-02-21 0.0 -1.0 0.0
2020-02-24 0.0 0.0 -1.0
2020-04-30 1.0 1.0 0.0
2020-05-01 1.0 0.0 1.0
2020-05-04 0.0 -1.0 0.0
2020-05-05 0.0 0.0 -1.0
2020-05-18 1.0 1.0 0.0
2020-05-19 1.0 0.0 1.0
2020-06-26 0.0 -1.0 0.0
2020-06-29 0.0 0.0 -1.0
2020-07-01 1.0 1.0 0.0
List the signal change and entry/exit points for EMA_020_SlowMA_40_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-28 1787.62 1813.60 1755.321450 1750.432170 4.889280
2019-01-29 1816.62 1808.80 1765.044832 1753.372662 11.672170
2019-03-04 1723.66 1707.82 1815.097510 1825.721324 -10.623813
2019-03-05 1715.00 1745.93 1802.521599 1821.791525 -19.269926
2019-04-11 1810.00 1818.59 1785.980965 1780.751474 5.229491
2019-04-12 1827.87 1833.07 1794.542608 1783.309621 11.232987
2019-05-08 1765.01 1751.63 1810.603370 1810.915532 -0.312162
2019-05-09 1729.43 1736.03 1797.044576 1807.259079 -10.214503
2019-06-13 1802.05 1809.52 1770.830991 1769.295306 1.535685
2019-06-14 1808.20 1775.50 1771.679902 1769.598057 2.081845
2019-08-06 1799.20 1786.52 1857.919655 1859.416925 -1.497270
2019-08-07 1758.40 1821.56 1851.308809 1857.570166 -6.261358
2019-08-08 1900.00 1941.01 1867.618116 1861.640569 5.977547
2019-08-09 1926.54 1917.69 1876.722095 1864.374794 12.347301
2019-10-09 1953.72 1943.33 1962.968234 1965.256134 -2.287900
2019-10-10 1942.69 1962.91 1962.957646 1965.141688 -2.184042
2019-10-14 1964.52 1988.75 1969.762887 1966.851909 2.910978
2019-10-15 1992.21 2016.39 1978.240544 1969.268410 8.972133
2019-11-07 1942.20 1849.93 1994.876742 1996.525498 -1.648757
2019-11-08 1941.00 1879.19 1973.842789 1990.801806 -16.959018
2019-12-16 1983.47 1995.02 1937.990317 1931.494806 6.495512
2019-12-17 2000.00 2001.87 1949.604805 1934.927743 14.677062
2020-01-27 1906.41 1908.89 1999.350830 2005.496334 -6.145503
2020-01-28 1914.67 1917.45 1984.459770 2001.201390 -16.741620
2020-05-19 1556.29 1547.56 1448.786484 1441.844870 6.941614
2020-05-20 1578.52 1599.15 1476.125305 1449.518291 26.607014
trade_signal signal_change entry_exit
date
2019-01-28 1.0 1.0 0.0
2019-01-29 1.0 0.0 1.0
2019-03-04 0.0 -1.0 0.0
2019-03-05 0.0 0.0 -1.0
2019-04-11 1.0 1.0 0.0
2019-04-12 1.0 0.0 1.0
2019-05-08 0.0 -1.0 0.0
2019-05-09 0.0 0.0 -1.0
2019-06-13 1.0 1.0 0.0
2019-06-14 1.0 0.0 1.0
2019-08-06 0.0 -1.0 0.0
2019-08-07 0.0 0.0 -1.0
2019-08-08 1.0 1.0 0.0
2019-08-09 1.0 0.0 1.0
2019-10-09 0.0 -1.0 0.0
2019-10-10 0.0 0.0 -1.0
2019-10-14 1.0 1.0 0.0
2019-10-15 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-16 1.0 1.0 0.0
2019-12-17 1.0 0.0 1.0
2020-01-27 0.0 -1.0 0.0
2020-01-28 0.0 0.0 -1.0
2020-05-19 1.0 1.0 0.0
2020-05-20 1.0 0.0 1.0
List the signal change and entry/exit points for EMA_021_SlowMA_40_FastMA_15
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-30 1825.33 1818.70 1760.012739 1756.658513 3.354226
2019-01-31 1820.37 1832.81 1769.113091 1760.482996 8.630096
2019-03-05 1715.00 1745.93 1821.170962 1821.791525 -0.620563
2019-03-06 1748.37 1751.62 1812.477061 1818.337136 -5.860075
2019-04-12 1827.87 1833.07 1786.287695 1783.309621 2.978074
2019-04-15 1834.00 1846.23 1793.780484 1786.385799 7.394685
2019-05-09 1729.43 1736.03 1806.580834 1807.259079 -0.678245
2019-05-10 1825.00 1829.85 1809.489480 1808.362079 1.127401
2019-05-13 1800.00 1777.26 1805.460795 1806.843590 -1.382795
2019-05-14 1787.12 1793.67 1803.986946 1806.200446 -2.213500
2019-06-19 1812.00 1842.06 1780.777592 1775.483348 5.294244
2019-06-20 1862.07 1861.31 1790.844143 1779.670954 11.173189
2019-11-08 1941.00 1879.19 1987.449702 1990.801806 -3.352105
2019-11-11 1869.00 1896.04 1976.023489 1986.179272 -10.155783
2019-12-17 2000.00 2001.87 1937.504373 1934.927743 2.576630
2019-12-18 2008.67 1991.51 1944.255077 1937.687855 6.567222
2020-01-28 1914.67 1917.45 2000.083660 2001.201390 -1.117731
2020-01-29 1924.04 1893.95 1986.816952 1995.969614 -9.152662
2020-05-20 1578.52 1599.15 1456.771079 1449.518291 7.252788
2020-05-21 1605.00 1595.68 1474.134694 1456.648130 17.486564
trade_signal signal_change entry_exit
date
2019-01-30 1.0 1.0 0.0
2019-01-31 1.0 0.0 1.0
2019-03-05 0.0 -1.0 0.0
2019-03-06 0.0 0.0 -1.0
2019-04-12 1.0 1.0 0.0
2019-04-15 1.0 0.0 1.0
2019-05-09 0.0 -1.0 0.0
2019-05-10 1.0 1.0 -1.0
2019-05-13 0.0 -1.0 1.0
2019-05-14 0.0 0.0 -1.0
2019-06-19 1.0 1.0 0.0
2019-06-20 1.0 0.0 1.0
2019-11-08 0.0 -1.0 0.0
2019-11-11 0.0 0.0 -1.0
2019-12-17 1.0 1.0 0.0
2019-12-18 1.0 0.0 1.0
2020-01-28 0.0 -1.0 0.0
2020-01-29 0.0 0.0 -1.0
2020-05-20 1.0 1.0 0.0
2020-05-21 1.0 0.0 1.0
List the signal change and entry/exit points for EMA_022_SlowMA_40_FastMA_20
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-31 1820.37 1832.81 1761.088600 1760.482996 0.605605
2019-02-01 1824.05 1836.96 1768.319814 1764.318297 4.001517
2019-03-07 1746.50 1725.01 1810.902590 1813.744901 -2.842311
2019-03-08 1708.04 1715.82 1801.846497 1808.928479 -7.081982
2019-04-15 1834.00 1846.23 1788.866175 1786.385799 2.480376
2019-04-16 1851.80 1841.70 1793.897990 1789.089814 4.808177
2019-05-15 1778.60 1789.43 1805.082026 1805.381733 -0.299707
2019-05-16 1790.00 1803.31 1804.913262 1805.280598 -0.367336
2019-06-19 1812.00 1842.06 1776.027277 1775.483348 0.543929
2019-06-20 1862.07 1861.31 1784.149442 1779.670954 4.478488
2019-11-11 1869.00 1896.04 1983.589083 1986.179272 -2.590189
2019-11-12 1901.35 1875.84 1973.327266 1980.796861 -7.469595
2019-12-18 2008.67 1991.51 1938.136115 1937.687855 0.448260
2019-12-19 1996.00 2003.12 1944.325056 1940.879668 3.445388
2020-01-29 1924.04 1893.95 1995.204172 1995.969614 -0.765442
2020-01-30 1871.42 1872.09 1983.479013 1989.926706 -6.447693
2020-05-21 1605.00 1595.68 1459.960167 1456.648130 3.312037
2020-05-22 1591.74 1631.30 1476.278246 1465.167734 11.110513
trade_signal signal_change entry_exit
date
2019-01-31 1.0 1.0 0.0
2019-02-01 1.0 0.0 1.0
2019-03-07 0.0 -1.0 0.0
2019-03-08 0.0 0.0 -1.0
2019-04-15 1.0 1.0 0.0
2019-04-16 1.0 0.0 1.0
2019-05-15 0.0 -1.0 0.0
2019-05-16 0.0 0.0 -1.0
2019-06-19 1.0 1.0 0.0
2019-06-20 1.0 0.0 1.0
2019-11-11 0.0 -1.0 0.0
2019-11-12 0.0 0.0 -1.0
2019-12-18 1.0 1.0 0.0
2019-12-19 1.0 0.0 1.0
2020-01-29 0.0 -1.0 0.0
2020-01-30 0.0 0.0 -1.0
2020-05-21 1.0 1.0 0.0
2020-05-22 1.0 0.0 1.0
List the signal change and entry/exit points for EMA_023_SlowMA_45_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-24 1748.98 1795.67 1748.658638 1748.292451 0.366188
2019-01-25 1811.99 1802.20 1766.505759 1750.761905 15.743854
2019-03-01 1708.20 1714.08 1796.547426 1828.690382 -32.142956
2019-03-04 1723.66 1707.82 1766.971617 1823.345642 -56.374025
2019-04-09 1776.75 1794.47 1781.606141 1778.964523 2.641618
2019-04-10 1793.85 1806.00 1789.737427 1780.145936 9.591491
2019-05-07 1781.45 1785.00 1809.790374 1812.274086 -2.483712
2019-05-08 1765.01 1751.63 1790.403583 1809.631660 -19.228077
2019-06-11 1799.50 1803.63 1773.487703 1768.085314 5.402388
2019-06-12 1804.17 1798.90 1781.958468 1769.426083 12.532385
2019-08-05 1819.98 1788.60 1850.994684 1859.075024 -8.080340
2019-08-06 1799.20 1786.52 1829.503123 1855.920023 -26.416900
2019-08-08 1900.00 1941.01 1864.906943 1858.190912 6.716031
2019-08-09 1926.54 1917.69 1882.501296 1860.778141 21.723155
2019-10-08 1937.05 1938.19 1955.359027 1961.701286 -6.342260
2019-10-09 1953.72 1943.33 1951.349351 1960.902520 -9.553169
2019-10-11 1984.30 1977.18 1962.528600 1961.693737 0.834864
2019-10-14 1964.52 1988.75 1971.269067 1962.870115 8.398952
2019-11-07 1942.20 1849.93 1965.462045 1992.931750 -27.469705
2019-11-08 1941.00 1879.19 1936.704697 1987.986422 -51.281725
2019-12-13 1960.87 1973.60 1941.352128 1930.424673 10.927455
2019-12-16 1983.47 1995.02 1959.241419 1933.233172 26.008246
2020-01-24 1998.00 1962.96 1997.547711 2006.707164 -9.159453
2020-01-27 1906.41 1908.89 1967.995140 2002.454241 -34.459100
2020-02-19 1982.76 1968.49 1963.931653 1962.921293 1.010360
2020-02-20 1960.00 1970.91 1966.257768 1963.268628 2.989141
2020-02-21 1965.00 1928.72 1953.745179 1961.766513 -8.021334
2020-02-24 1830.93 1792.54 1900.010119 1954.408836 -54.398717
2020-05-19 1556.29 1547.56 1478.993822 1451.705605 27.288216
2020-05-20 1578.52 1599.15 1519.045881 1458.116231 60.929650
2020-06-30 1583.90 1592.34 1596.239737 1596.772300 -0.532563
2020-07-01 1606.05 1658.79 1617.089824 1599.468722 17.621103
trade_signal signal_change entry_exit
date
2019-01-24 1.0 1.0 0.0
2019-01-25 1.0 0.0 1.0
2019-03-01 0.0 -1.0 0.0
2019-03-04 0.0 0.0 -1.0
2019-04-09 1.0 1.0 0.0
2019-04-10 1.0 0.0 1.0
2019-05-07 0.0 -1.0 0.0
2019-05-08 0.0 0.0 -1.0
2019-06-11 1.0 1.0 0.0
2019-06-12 1.0 0.0 1.0
2019-08-05 0.0 -1.0 0.0
2019-08-06 0.0 0.0 -1.0
2019-08-08 1.0 1.0 0.0
2019-08-09 1.0 0.0 1.0
2019-10-08 0.0 -1.0 0.0
2019-10-09 0.0 0.0 -1.0
2019-10-11 1.0 1.0 0.0
2019-10-14 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-13 1.0 1.0 0.0
2019-12-16 1.0 0.0 1.0
2020-01-24 0.0 -1.0 0.0
2020-01-27 0.0 0.0 -1.0
2020-02-19 1.0 1.0 0.0
2020-02-20 1.0 0.0 1.0
2020-02-21 0.0 -1.0 0.0
2020-02-24 0.0 0.0 -1.0
2020-05-19 1.0 1.0 0.0
2020-05-20 1.0 0.0 1.0
2020-06-30 0.0 -1.0 0.0
2020-07-01 1.0 1.0 -1.0
List the signal change and entry/exit points for EMA_024_SlowMA_45_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-28 1787.62 1813.60 1755.321450 1753.633766 1.687684
2019-01-29 1816.62 1808.80 1765.044832 1756.149408 8.895425
2019-03-04 1723.66 1707.82 1815.097510 1823.345642 -8.248132
2019-03-05 1715.00 1745.93 1802.521599 1819.924951 -17.403351
2019-04-11 1810.00 1818.59 1785.980965 1781.825519 4.155446
2019-04-12 1827.87 1833.07 1794.542608 1784.063868 10.478740
2019-05-09 1729.43 1736.03 1797.044576 1806.424941 -9.380365
2019-05-10 1825.00 1829.85 1803.009198 1807.445445 -4.436247
2019-06-14 1808.20 1775.50 1771.679902 1771.358907 0.320995
2019-06-17 1776.00 1781.41 1773.449011 1771.796196 1.652814
2019-08-07 1758.40 1821.56 1851.308809 1854.425912 -3.117103
2019-08-08 1900.00 1941.01 1867.618116 1858.190912 9.427204
2019-08-09 1926.54 1917.69 1876.722095 1860.778141 15.943954
2019-11-08 1941.00 1879.19 1973.842789 1987.986422 -14.143633
2019-11-11 1869.00 1896.04 1959.696827 1983.988724 -24.291897
2019-12-16 1983.47 1995.02 1937.990317 1933.233172 4.757145
2019-12-17 2000.00 2001.87 1949.604805 1936.217389 13.387416
2020-01-27 1906.41 1908.89 1999.350830 2002.454241 -3.103410
2020-01-28 1914.67 1917.45 1984.459770 1998.758402 -14.298632
2020-05-20 1578.52 1599.15 1476.125305 1458.116231 18.009074
2020-05-21 1605.00 1595.68 1497.862522 1464.097265 33.765258
trade_signal signal_change entry_exit
date
2019-01-28 1.0 1.0 0.0
2019-01-29 1.0 0.0 1.0
2019-03-04 0.0 -1.0 0.0
2019-03-05 0.0 0.0 -1.0
2019-04-11 1.0 1.0 0.0
2019-04-12 1.0 0.0 1.0
2019-05-09 0.0 -1.0 0.0
2019-05-10 0.0 0.0 -1.0
2019-06-14 1.0 1.0 0.0
2019-06-17 1.0 0.0 1.0
2019-08-07 0.0 -1.0 0.0
2019-08-08 1.0 1.0 -1.0
2019-08-09 1.0 0.0 1.0
2019-11-08 0.0 -1.0 0.0
2019-11-11 0.0 0.0 -1.0
2019-12-16 1.0 1.0 0.0
2019-12-17 1.0 0.0 1.0
2020-01-27 0.0 -1.0 0.0
2020-01-28 0.0 0.0 -1.0
2020-05-20 1.0 1.0 0.0
2020-05-21 1.0 0.0 1.0
List the signal change and entry/exit points for EMA_025_SlowMA_45_FastMA_15
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-30 1825.33 1818.70 1760.012739 1758.995742 1.016997
2019-01-31 1820.37 1832.81 1769.113091 1762.347832 6.765260
2019-03-06 1748.37 1751.62 1812.477061 1816.908959 -4.431898
2019-03-07 1746.50 1725.01 1801.543644 1812.853922 -11.310278
2019-04-12 1827.87 1833.07 1786.287695 1784.063868 2.223828
2019-04-15 1834.00 1846.23 1793.780484 1786.778725 7.001759
2019-05-13 1800.00 1777.26 1805.460795 1806.130540 -0.669745
2019-05-14 1787.12 1793.67 1803.986946 1805.587793 -1.600848
2019-06-19 1812.00 1842.06 1780.777592 1776.400706 4.376886
2019-06-20 1862.07 1861.31 1790.844143 1780.094524 10.749619
2019-11-08 1941.00 1879.19 1987.449702 1987.986422 -0.536720
2019-11-11 1869.00 1896.04 1976.023489 1983.988724 -7.965236
2019-12-17 2000.00 2001.87 1937.504373 1936.217389 1.286984
2019-12-18 2008.67 1991.51 1944.255077 1938.621420 5.633656
2020-01-29 1924.04 1893.95 1986.816952 1994.201512 -7.384560
2020-01-30 1871.42 1872.09 1972.476083 1988.892312 -16.416229
2020-05-21 1605.00 1595.68 1474.134694 1464.097265 10.037429
2020-05-22 1591.74 1631.30 1493.780357 1471.366949 22.413408
trade_signal signal_change entry_exit
date
2019-01-30 1.0 1.0 0.0
2019-01-31 1.0 0.0 1.0
2019-03-06 0.0 -1.0 0.0
2019-03-07 0.0 0.0 -1.0
2019-04-12 1.0 1.0 0.0
2019-04-15 1.0 0.0 1.0
2019-05-13 0.0 -1.0 0.0
2019-05-14 0.0 0.0 -1.0
2019-06-19 1.0 1.0 0.0
2019-06-20 1.0 0.0 1.0
2019-11-08 0.0 -1.0 0.0
2019-11-11 0.0 0.0 -1.0
2019-12-17 1.0 1.0 0.0
2019-12-18 1.0 0.0 1.0
2020-01-29 0.0 -1.0 0.0
2020-01-30 0.0 0.0 -1.0
2020-05-21 1.0 1.0 0.0
2020-05-22 1.0 0.0 1.0
List the signal change and entry/exit points for EMA_026_SlowMA_45_FastMA_20
open_price close_price fast_ma slow_ma ma_change \
date
2019-02-01 1824.05 1836.96 1768.319814 1765.729615 2.590199
2019-02-04 1840.39 1860.99 1777.151476 1770.039318 7.112158
2019-03-07 1746.50 1725.01 1810.902590 1812.853922 -1.951332
2019-03-08 1708.04 1715.82 1801.846497 1808.575073 -6.728576
2019-04-15 1834.00 1846.23 1788.866175 1786.778725 2.087450
2019-04-16 1851.80 1841.70 1793.897990 1789.176729 4.721261
2019-05-17 1786.37 1787.29 1803.234855 1804.052318 -0.817463
2019-05-20 1769.73 1752.23 1798.377248 1801.795747 -3.418499
2019-06-20 1862.07 1861.31 1784.149442 1780.094524 4.054918
2019-06-21 1859.36 1880.00 1793.278067 1784.440615 8.837452
2019-11-11 1869.00 1896.04 1983.589083 1983.988724 -0.399641
2019-11-12 1901.35 1875.84 1973.327266 1979.286576 -5.959310
2019-12-19 1996.00 2003.12 1944.325056 1941.425712 2.899344
2019-12-20 2017.00 2023.26 1951.842670 1944.983731 6.858938
2020-01-30 1871.42 1872.09 1983.479013 1988.892312 -5.413299
2020-01-31 1865.93 1830.55 1968.914345 1982.007860 -13.093515
2020-05-22 1591.74 1631.30 1476.278246 1471.366949 4.911297
2020-05-26 1704.32 1746.91 1502.052699 1483.347082 18.705617
trade_signal signal_change entry_exit
date
2019-02-01 1.0 1.0 0.0
2019-02-04 1.0 0.0 1.0
2019-03-07 0.0 -1.0 0.0
2019-03-08 0.0 0.0 -1.0
2019-04-15 1.0 1.0 0.0
2019-04-16 1.0 0.0 1.0
2019-05-17 0.0 -1.0 0.0
2019-05-20 0.0 0.0 -1.0
2019-06-20 1.0 1.0 0.0
2019-06-21 1.0 0.0 1.0
2019-11-11 0.0 -1.0 0.0
2019-11-12 0.0 0.0 -1.0
2019-12-19 1.0 1.0 0.0
2019-12-20 1.0 0.0 1.0
2020-01-30 0.0 -1.0 0.0
2020-01-31 0.0 0.0 -1.0
2020-05-22 1.0 1.0 0.0
2020-05-26 1.0 0.0 1.0
List the signal change and entry/exit points for EMA_027_SlowMA_50_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-25 1811.99 1802.20 1766.505759 1754.061832 12.443927
2019-01-28 1787.62 1813.60 1782.203839 1756.561251 25.642588
2019-03-01 1708.20 1714.08 1796.547426 1826.138376 -29.590950
2019-03-04 1723.66 1707.82 1766.971617 1821.378439 -54.406821
2019-04-09 1776.75 1794.47 1781.606141 1780.320886 1.285255
2019-04-10 1793.85 1806.00 1789.737427 1781.336605 8.400823
2019-05-07 1781.45 1785.00 1809.790374 1810.875395 -1.085021
2019-05-08 1765.01 1751.63 1790.403583 1808.542708 -18.139126
2019-06-11 1799.50 1803.63 1773.487703 1770.225765 3.261938
2019-06-12 1804.17 1798.90 1781.958468 1771.351970 10.606498
2019-08-05 1819.98 1788.60 1850.994684 1855.317894 -4.323210
2019-08-06 1799.20 1786.52 1829.503123 1852.619033 -23.115910
2019-08-08 1900.00 1941.01 1864.906943 1854.915819 9.991124
2019-08-09 1926.54 1917.69 1882.501296 1857.378284 25.123012
2019-10-08 1937.05 1938.19 1955.359027 1956.889523 -1.530496
2019-10-09 1953.72 1943.33 1951.349351 1956.357747 -5.008396
2019-10-11 1984.30 1977.18 1962.528600 1957.421235 5.107365
2019-10-14 1964.52 1988.75 1971.269067 1958.649875 12.619192
2019-11-07 1942.20 1849.93 1965.462045 1989.076615 -23.614570
2019-11-08 1941.00 1879.19 1936.704697 1984.767237 -48.062540
2019-12-13 1960.87 1973.60 1941.352128 1932.071832 9.280296
2019-12-16 1983.47 1995.02 1959.241419 1934.540408 24.701010
2020-01-24 1998.00 1962.96 1997.547711 2003.244280 -5.696569
2020-01-27 1906.41 1908.89 1967.995140 1999.544101 -31.548961
2020-02-19 1982.76 1968.49 1963.931653 1963.850093 0.081560
2020-02-20 1960.00 1970.91 1966.257768 1964.126952 2.130816
2020-02-21 1965.00 1928.72 1953.745179 1962.738442 -8.993263
2020-02-24 1830.93 1792.54 1900.010119 1956.063985 -56.053865
2020-05-19 1556.29 1547.56 1478.993822 1462.839017 16.154804
2020-05-20 1578.52 1599.15 1519.045881 1468.184547 50.861334
trade_signal signal_change entry_exit
date
2019-01-25 1.0 1.0 0.0
2019-01-28 1.0 0.0 1.0
2019-03-01 0.0 -1.0 0.0
2019-03-04 0.0 0.0 -1.0
2019-04-09 1.0 1.0 0.0
2019-04-10 1.0 0.0 1.0
2019-05-07 0.0 -1.0 0.0
2019-05-08 0.0 0.0 -1.0
2019-06-11 1.0 1.0 0.0
2019-06-12 1.0 0.0 1.0
2019-08-05 0.0 -1.0 0.0
2019-08-06 0.0 0.0 -1.0
2019-08-08 1.0 1.0 0.0
2019-08-09 1.0 0.0 1.0
2019-10-08 0.0 -1.0 0.0
2019-10-09 0.0 0.0 -1.0
2019-10-11 1.0 1.0 0.0
2019-10-14 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-13 1.0 1.0 0.0
2019-12-16 1.0 0.0 1.0
2020-01-24 0.0 -1.0 0.0
2020-01-27 0.0 0.0 -1.0
2020-02-19 1.0 1.0 0.0
2020-02-20 1.0 0.0 1.0
2020-02-21 0.0 -1.0 0.0
2020-02-24 0.0 0.0 -1.0
2020-05-19 1.0 1.0 0.0
2020-05-20 1.0 0.0 1.0
List the signal change and entry/exit points for EMA_028_SlowMA_50_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-29 1816.62 1808.80 1765.044832 1758.748194 6.296639
2019-01-30 1825.33 1818.70 1774.800325 1761.251409 13.548916
2019-03-04 1723.66 1707.82 1815.097510 1821.378439 -6.280929
2019-03-05 1715.00 1745.93 1802.521599 1818.346231 -15.824631
2019-04-11 1810.00 1818.59 1785.980965 1782.809637 3.171328
2019-04-12 1827.87 1833.07 1794.542608 1784.796330 9.746277
2019-05-09 1729.43 1736.03 1797.044576 1805.688094 -8.643519
2019-05-10 1825.00 1829.85 1803.009198 1806.639134 -3.629936
2019-06-17 1776.00 1781.41 1773.449011 1773.287014 0.161996
2019-06-18 1808.38 1808.99 1779.911009 1774.688962 5.222047
2019-08-07 1758.40 1821.56 1851.308809 1851.400639 -0.091830
2019-08-08 1900.00 1941.01 1867.618116 1854.915819 12.702297
2019-08-09 1926.54 1917.69 1876.722095 1857.378284 19.343811
2019-11-08 1941.00 1879.19 1973.842789 1984.767237 -10.924448
2019-11-11 1869.00 1896.04 1959.696827 1981.287661 -21.590834
2019-12-16 1983.47 1995.02 1937.990317 1934.540408 3.449909
2019-12-17 2000.00 2001.87 1949.604805 1937.180806 12.423999
2020-01-27 1906.41 1908.89 1999.350830 1999.544101 -0.193271
2020-01-28 1914.67 1917.45 1984.459770 1996.324716 -11.864946
2020-05-20 1578.52 1599.15 1476.125305 1468.184547 7.940758
2020-05-21 1605.00 1595.68 1497.862522 1473.184369 24.678153
trade_signal signal_change entry_exit
date
2019-01-29 1.0 1.0 0.0
2019-01-30 1.0 0.0 1.0
2019-03-04 0.0 -1.0 0.0
2019-03-05 0.0 0.0 -1.0
2019-04-11 1.0 1.0 0.0
2019-04-12 1.0 0.0 1.0
2019-05-09 0.0 -1.0 0.0
2019-05-10 0.0 0.0 -1.0
2019-06-17 1.0 1.0 0.0
2019-06-18 1.0 0.0 1.0
2019-08-07 0.0 -1.0 0.0
2019-08-08 1.0 1.0 -1.0
2019-08-09 1.0 0.0 1.0
2019-11-08 0.0 -1.0 0.0
2019-11-11 0.0 0.0 -1.0
2019-12-16 1.0 1.0 0.0
2019-12-17 1.0 0.0 1.0
2020-01-27 0.0 -1.0 0.0
2020-01-28 0.0 0.0 -1.0
2020-05-20 1.0 1.0 0.0
2020-05-21 1.0 0.0 1.0
List the signal change and entry/exit points for EMA_029_SlowMA_50_FastMA_15
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-31 1820.37 1832.81 1769.113091 1764.231687 4.881404
2019-02-01 1824.05 1836.96 1777.594521 1767.253332 10.341189
2019-03-06 1748.37 1751.62 1812.477061 1815.667168 -3.190107
2019-03-07 1746.50 1725.01 1801.543644 1812.030675 -10.487031
2019-04-12 1827.87 1833.07 1786.287695 1784.796330 1.491365
2019-04-15 1834.00 1846.23 1793.780484 1787.223924 6.556560
2019-05-13 1800.00 1777.26 1805.460795 1805.482906 -0.022111
2019-05-14 1787.12 1793.67 1803.986946 1805.018070 -1.031124
2019-06-19 1812.00 1842.06 1780.777592 1777.334282 3.443310
2019-06-20 1862.07 1861.31 1790.844143 1780.631422 10.212721
2019-11-11 1869.00 1896.04 1976.023489 1981.287661 -5.264172
2019-11-12 1901.35 1875.84 1963.500553 1977.152371 -13.651818
2019-12-17 2000.00 2001.87 1937.504373 1937.180806 0.323567
2019-12-18 2008.67 1991.51 1944.255077 1939.311379 4.943697
2020-01-29 1924.04 1893.95 1986.816952 1992.310011 -5.493058
2020-01-30 1871.42 1872.09 1972.476083 1987.595488 -15.119405
2020-05-21 1605.00 1595.68 1474.134694 1473.184369 0.950325
2020-05-22 1591.74 1631.30 1493.780357 1479.384983 14.395375
trade_signal signal_change entry_exit
date
2019-01-31 1.0 1.0 0.0
2019-02-01 1.0 0.0 1.0
2019-03-06 0.0 -1.0 0.0
2019-03-07 0.0 0.0 -1.0
2019-04-12 1.0 1.0 0.0
2019-04-15 1.0 0.0 1.0
2019-05-13 0.0 -1.0 0.0
2019-05-14 0.0 0.0 -1.0
2019-06-19 1.0 1.0 0.0
2019-06-20 1.0 0.0 1.0
2019-11-11 0.0 -1.0 0.0
2019-11-12 0.0 0.0 -1.0
2019-12-17 1.0 1.0 0.0
2019-12-18 1.0 0.0 1.0
2020-01-29 0.0 -1.0 0.0
2020-01-30 0.0 0.0 -1.0
2020-05-21 1.0 1.0 0.0
2020-05-22 1.0 0.0 1.0
List the signal change and entry/exit points for EMA_030_SlowMA_50_FastMA_20
open_price close_price fast_ma slow_ma ma_change \
date
2019-02-01 1824.05 1836.96 1768.319814 1767.253332 1.066482
2019-02-04 1840.39 1860.99 1777.151476 1771.138753 6.012723
2019-03-07 1746.50 1725.01 1810.902590 1812.030675 -1.128085
2019-03-08 1708.04 1715.82 1801.846497 1808.174875 -6.328378
2019-04-15 1834.00 1846.23 1788.866175 1787.223924 1.642251
2019-04-16 1851.80 1841.70 1793.897990 1789.375939 4.522052
2019-05-17 1786.37 1787.29 1803.234855 1803.690186 -0.455331
2019-05-20 1769.73 1752.23 1798.377248 1801.666256 -3.289009
2019-06-20 1862.07 1861.31 1784.149442 1780.631422 3.518019
2019-06-21 1859.36 1880.00 1793.278067 1784.532748 8.745319
2019-11-12 1901.35 1875.84 1973.327266 1977.152371 -3.825105
2019-11-13 1855.59 1859.09 1962.447526 1972.522380 -10.074853
2019-12-19 1996.00 2003.12 1944.325056 1941.813697 2.511359
2019-12-20 2017.00 2023.26 1951.842670 1945.007692 6.834978
2020-01-30 1871.42 1872.09 1983.479013 1987.595488 -4.116475
2020-01-31 1865.93 1830.55 1968.914345 1981.436827 -12.522481
2020-05-26 1704.32 1746.91 1502.052699 1489.876161 12.176538
2020-05-27 1775.93 1698.73 1520.783871 1498.066508 22.717362
trade_signal signal_change entry_exit
date
2019-02-01 1.0 1.0 0.0
2019-02-04 1.0 0.0 1.0
2019-03-07 0.0 -1.0 0.0
2019-03-08 0.0 0.0 -1.0
2019-04-15 1.0 1.0 0.0
2019-04-16 1.0 0.0 1.0
2019-05-17 0.0 -1.0 0.0
2019-05-20 0.0 0.0 -1.0
2019-06-20 1.0 1.0 0.0
2019-06-21 1.0 0.0 1.0
2019-11-12 0.0 -1.0 0.0
2019-11-13 0.0 0.0 -1.0
2019-12-19 1.0 1.0 0.0
2019-12-20 1.0 0.0 1.0
2020-01-30 0.0 -1.0 0.0
2020-01-31 0.0 0.0 -1.0
2020-05-26 1.0 1.0 0.0
2020-05-27 1.0 0.0 1.0
In [15]:
if verbose:
for key in model_collection:
graph_data = model_collection[key].copy()
title_string = "Exponential Moving Average Crossover Model for " + key
fig = plt.figure(figsize=(16,9))
ylabel = stock_symbol + ' price in $'
ax1 = fig.add_subplot(111, ylabel=ylabel, title=title_string)
graph_data['fast_ma'].plot(ax=ax1, color='b', lw=2.)
graph_data['slow_ma'].plot(ax=ax1, color='r', lw=2.)
graph_data['close_price'].plot(ax=ax1, color='g')
ax1.plot(graph_data.loc[graph_data.entry_exit == 1].index, graph_data.close_price[graph_data.entry_exit == 1], '^', markersize=7, color='k',label='buy')
ax1.plot(graph_data.loc[graph_data.entry_exit == -1].index, graph_data.close_price[graph_data.entry_exit == -1], 'v', markersize=7, color='k',label='sell')
plt.legend(loc='upper left')
plt.show()
Task 4. Back-test Model¶
In [16]:
def trading_portfolio_generation(initial_fund, trading_model):
# Construct a portfolio to track the transactions and returns
portfolio = pd.DataFrame(index=trading_model.index, columns=['trade_action', 'qty_onhand', 'cost_basis', 'sold_transaction', 'gain_loss', 'cash_onhand', 'position_value', 'total_position', 'accumu_return'])
portfolio.iloc[0]['trade_action'] = 0
portfolio.iloc[0]['qty_onhand'] = 0
portfolio.iloc[0]['cost_basis'] = 0.00
portfolio.iloc[0]['sold_transaction'] = 0.00
portfolio.iloc[0]['gain_loss'] = 0.00
portfolio.iloc[0]['cash_onhand'] = initial_capital
portfolio.iloc[0]['position_value'] = 0.00
portfolio.iloc[0]['total_position'] = initial_capital
portfolio.iloc[0]['accumu_return'] = portfolio.iloc[0]['total_position'] - initial_fund
recent_cost = 0
# The conditional parameters below determine how the trading strategy will be carried out
for i in range(1, len(portfolio)):
if (trading_model.iloc[i]['entry_exit'] == 1) and (portfolio.iloc[i-1]['qty_onhand'] == 0):
portfolio.iloc[i]['trade_action'] = 1
portfolio.iloc[i]['qty_onhand'] = portfolio.iloc[i-1]['qty_onhand'] + portfolio.iloc[i]['trade_action']
portfolio.iloc[i]['cost_basis'] = trading_model.iloc[i]['open_price'] * portfolio.iloc[i]['trade_action']
portfolio.iloc[i]['sold_transaction'] = 0.00
portfolio.iloc[i]['gain_loss'] = 0.00
portfolio.iloc[i]['cash_onhand'] = portfolio.iloc[i-1]['cash_onhand'] - portfolio.iloc[i]['cost_basis']
recent_cost = trading_model.iloc[i]['open_price'] * portfolio.iloc[i]['trade_action']
if verbose: print('BOUGHT QTY:', portfolio.iloc[i]['trade_action'], 'on', portfolio.index[i], 'at the price of', trading_model.iloc[i]['open_price'])
elif (trading_model.iloc[i]['entry_exit'] == -1) and (portfolio.iloc[i-1]['qty_onhand'] > 0):
portfolio.iloc[i]['trade_action'] = -1
portfolio.iloc[i]['qty_onhand'] = portfolio.iloc[i-1]['qty_onhand'] + portfolio.iloc[i]['trade_action']
portfolio.iloc[i]['cost_basis'] = 0.00
portfolio.iloc[i]['sold_transaction'] = trading_model.iloc[i]['open_price'] * portfolio.iloc[i]['trade_action'] * -1
portfolio.iloc[i]['gain_loss'] = (recent_cost + (trading_model.iloc[i]['open_price'] * portfolio.iloc[i]['trade_action'])) * -1
portfolio.iloc[i]['cash_onhand'] = portfolio.iloc[i-1]['cash_onhand'] + portfolio.iloc[i]['sold_transaction']
recent_cost = 0.00
if verbose: print('SOLD QTY:', portfolio.iloc[i]['trade_action'], 'on', portfolio.index[i], 'at the price of', trading_model.iloc[i]['open_price'])
else:
portfolio.iloc[i]['trade_action'] = 0
portfolio.iloc[i]['qty_onhand'] = portfolio.iloc[i-1]['qty_onhand']
portfolio.iloc[i]['cost_basis'] = portfolio.iloc[i-1]['cost_basis']
portfolio.iloc[i]['sold_transaction'] = 0.00
portfolio.iloc[i]['gain_loss'] = 0.00
portfolio.iloc[i]['cash_onhand'] = portfolio.iloc[i-1]['cash_onhand']
portfolio.iloc[i]['position_value'] = trading_model.iloc[i]['close_price'] * portfolio.iloc[i]['qty_onhand']
portfolio.iloc[i]['total_position'] = portfolio.iloc[i]['cash_onhand'] + portfolio.iloc[i]['position_value']
portfolio.iloc[i]['accumu_return'] = portfolio.iloc[i]['total_position'] - initial_fund
return portfolio
In [17]:
portfolio_collection = {}
# Build dataframe for reporting model performance summary
performance_summary = pd.DataFrame(columns=['model_name','return_value','return_percent'])
for key in model_collection:
print('Processing portfolio for model:', key)
portfolio_collection[key] = trading_portfolio_generation(initial_capital, model_collection[key])
trade_transactions = portfolio_collection[key][portfolio_collection[key].trade_action != 0]
print(trade_transactions)
print('Accumulated profit/loss for one share of stock with initial capital of $%.0f at the end of modeling period: $%.2f' % (initial_capital, portfolio_collection[key].accumu_return[-1]))
if initial_capital != 0:
return_percentage = portfolio_collection[key].accumu_return[-1] / initial_capital * 100
print('Accumulated return percentage based on the initial capital investment: %.2f%%' % (return_percentage))
else:
return_percentage = None
if trade_transactions.iloc[-1]['trade_action'] == 1:
print('The current status of the model is:', 'Holding a position since', trade_transactions.index.tolist()[-1], '\n')
else:
print('The current status of the model is:', 'Waiting to enter since', trade_transactions.index.tolist()[-1], '\n')
performance_summary = performance_summary.append({'model_name': key, 'return_value': portfolio_collection[key].accumu_return[-1],
'return_percent': return_percentage}, ignore_index=True)
Processing portfolio for model: EMA_001_SlowMA_10_FastMA_05
BOUGHT QTY: 1 on 2019-01-18 00:00:00 at the price of 1747.02
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-03-21 00:00:00 at the price of 1765.8
SOLD QTY: -1 on 2019-03-25 00:00:00 at the price of 1714.01
BOUGHT QTY: 1 on 2019-03-27 00:00:00 at the price of 1768.98
SOLD QTY: -1 on 2019-03-28 00:00:00 at the price of 1759.99
BOUGHT QTY: 1 on 2019-04-03 00:00:00 at the price of 1778.47
SOLD QTY: -1 on 2019-05-03 00:00:00 at the price of 1816.17
BOUGHT QTY: 1 on 2019-06-06 00:00:00 at the price of 1766.01
SOLD QTY: -1 on 2019-07-18 00:00:00 at the price of 1861.83
BOUGHT QTY: 1 on 2019-07-19 00:00:00 at the price of 1896.03
SOLD QTY: -1 on 2019-08-02 00:00:00 at the price of 1874.11
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-09-25 00:00:00 at the price of 1991.65
BOUGHT QTY: 1 on 2019-10-15 00:00:00 at the price of 1992.21
SOLD QTY: -1 on 2019-11-05 00:00:00 at the price of 2008.99
BOUGHT QTY: 1 on 2019-11-29 00:00:00 at the price of 1904.89
SOLD QTY: -1 on 2019-12-04 00:00:00 at the price of 1894.64
BOUGHT QTY: 1 on 2019-12-05 00:00:00 at the price of 1929.0
SOLD QTY: -1 on 2020-01-21 00:00:00 at the price of 2006.0
BOUGHT QTY: 1 on 2020-02-13 00:00:00 at the price of 1944.0
SOLD QTY: -1 on 2020-02-25 00:00:00 at the price of 1803.0
BOUGHT QTY: 1 on 2020-04-08 00:00:00 at the price of 1382.65
SOLD QTY: -1 on 2020-04-23 00:00:00 at the price of 1354.05
BOUGHT QTY: 1 on 2020-04-29 00:00:00 at the price of 1487.83
SOLD QTY: -1 on 2020-05-07 00:00:00 at the price of 1392.26
BOUGHT QTY: 1 on 2020-05-08 00:00:00 at the price of 1416.69
SOLD QTY: -1 on 2020-05-13 00:00:00 at the price of 1379.34
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-12 00:00:00 at the price of 1653.57
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-18 1 1 1747.02 0 0
2019-03-01 -1 0 0 1708.2 -38.82
2019-03-21 1 1 1765.8 0 0
2019-03-25 -1 0 0 1714.01 -51.79
2019-03-27 1 1 1768.98 0 0
2019-03-28 -1 0 0 1759.99 -8.99
2019-04-03 1 1 1778.47 0 0
2019-05-03 -1 0 0 1816.17 37.7
2019-06-06 1 1 1766.01 0 0
2019-07-18 -1 0 0 1861.83 95.82
2019-07-19 1 1 1896.03 0 0
2019-08-02 -1 0 0 1874.11 -21.92
2019-08-12 1 1 1900.44 0 0
2019-09-25 -1 0 0 1991.65 91.21
2019-10-15 1 1 1992.21 0 0
2019-11-05 -1 0 0 2008.99 16.78
2019-11-29 1 1 1904.89 0 0
2019-12-04 -1 0 0 1894.64 -10.25
2019-12-05 1 1 1929 0 0
2020-01-21 -1 0 0 2006 77
2020-02-13 1 1 1944 0 0
2020-02-25 -1 0 0 1803 -141
2020-04-08 1 1 1382.65 0 0
2020-04-23 -1 0 0 1354.05 -28.6
2020-04-29 1 1 1487.83 0 0
2020-05-07 -1 0 0 1392.26 -95.57
2020-05-08 1 1 1416.69 0 0
2020-05-13 -1 0 0 1379.34 -37.35
2020-05-19 1 1 1556.29 0 0
2020-06-12 -1 0 0 1653.57 97.28
cash_onhand position_value total_position accumu_return
date
2019-01-18 -1747.02 1760.26 13.24 13.24
2019-03-01 -38.82 0 -38.82 -38.82
2019-03-21 -1804.62 1774.36 -30.26 -30.26
2019-03-25 -90.61 0 -90.61 -90.61
2019-03-27 -1859.59 1752.11 -107.48 -107.48
2019-03-28 -99.6 0 -99.6 -99.6
2019-04-03 -1878.07 1774.93 -103.14 -103.14
2019-05-03 -61.9 0 -61.9 -61.9
2019-06-06 -1827.91 1754.86 -73.05 -73.05
2019-07-18 33.92 0 33.92 33.92
2019-07-19 -1862.11 1882.09 19.98 19.98
2019-08-02 12 0 12 12
2019-08-12 -1888.44 1916.89 28.45 28.45
2019-09-25 103.21 0 103.21 103.21
2019-10-15 -1889 2016.39 127.39 127.39
2019-11-05 119.99 0 119.99 119.99
2019-11-29 -1784.9 1904.03 119.13 119.13
2019-12-04 109.74 0 109.74 109.74
2019-12-05 -1819.26 1904.22 84.96 84.96
2020-01-21 186.74 0 186.74 186.74
2020-02-13 -1757.26 1959.94 202.68 202.68
2020-02-25 45.74 0 45.74 45.74
2020-04-08 -1336.91 1372.06 35.15 35.15
2020-04-23 17.14 0 17.14 17.14
2020-04-29 -1470.69 1520.53 49.84 49.84
2020-05-07 -78.43 0 -78.43 -78.43
2020-05-08 -1495.12 1430.83 -64.29 -64.29
2020-05-13 -115.78 0 -115.78 -115.78
2020-05-19 -1672.07 1547.56 -124.51 -124.51
2020-06-12 -18.5 0 -18.5 -18.5
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-18.50
The current status of the model is: Waiting to enter since 2020-06-12 00:00:00
Processing portfolio for model: EMA_002_SlowMA_15_FastMA_05
BOUGHT QTY: 1 on 2019-01-22 00:00:00 at the price of 1743.18
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-04-04 00:00:00 at the price of 1775.31
SOLD QTY: -1 on 2019-05-03 00:00:00 at the price of 1816.17
BOUGHT QTY: 1 on 2019-06-10 00:00:00 at the price of 1782.57
SOLD QTY: -1 on 2019-08-05 00:00:00 at the price of 1819.98
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-09-26 00:00:00 at the price of 1994.08
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-07 00:00:00 at the price of 1942.2
BOUGHT QTY: 1 on 2019-12-05 00:00:00 at the price of 1929.0
SOLD QTY: -1 on 2020-01-22 00:00:00 at the price of 2004.33
BOUGHT QTY: 1 on 2020-02-14 00:00:00 at the price of 1998.44
SOLD QTY: -1 on 2020-02-25 00:00:00 at the price of 1803.0
BOUGHT QTY: 1 on 2020-04-09 00:00:00 at the price of 1424.76
SOLD QTY: -1 on 2020-04-24 00:00:00 at the price of 1372.39
BOUGHT QTY: 1 on 2020-04-28 00:00:00 at the price of 1434.2
SOLD QTY: -1 on 2020-05-07 00:00:00 at the price of 1392.26
BOUGHT QTY: 1 on 2020-05-08 00:00:00 at the price of 1416.69
SOLD QTY: -1 on 2020-05-13 00:00:00 at the price of 1379.34
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-16 00:00:00 at the price of 1716.32
BOUGHT QTY: 1 on 2020-06-17 00:00:00 at the price of 1677.92
SOLD QTY: -1 on 2020-06-18 00:00:00 at the price of 1622.4
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-22 1 1 1743.18 0 0
2019-03-01 -1 0 0 1708.2 -34.98
2019-04-04 1 1 1775.31 0 0
2019-05-03 -1 0 0 1816.17 40.86
2019-06-10 1 1 1782.57 0 0
2019-08-05 -1 0 0 1819.98 37.41
2019-08-12 1 1 1900.44 0 0
2019-09-26 -1 0 0 1994.08 93.64
2019-10-16 1 1 2016.8 0 0
2019-11-07 -1 0 0 1942.2 -74.6
2019-12-05 1 1 1929 0 0
2020-01-22 -1 0 0 2004.33 75.33
2020-02-14 1 1 1998.44 0 0
2020-02-25 -1 0 0 1803 -195.44
2020-04-09 1 1 1424.76 0 0
2020-04-24 -1 0 0 1372.39 -52.37
2020-04-28 1 1 1434.2 0 0
2020-05-07 -1 0 0 1392.26 -41.94
2020-05-08 1 1 1416.69 0 0
2020-05-13 -1 0 0 1379.34 -37.35
2020-05-19 1 1 1556.29 0 0
2020-06-16 -1 0 0 1716.32 160.03
2020-06-17 1 1 1677.92 0 0
2020-06-18 -1 0 0 1622.4 -55.52
cash_onhand position_value total_position accumu_return
date
2019-01-22 -1743.18 1708.98 -34.2 -34.2
2019-03-01 -34.98 0 -34.98 -34.98
2019-04-04 -1810.29 1780.6 -29.69 -29.69
2019-05-03 5.88 0 5.88 5.88
2019-06-10 -1776.69 1781.12 4.43 4.43
2019-08-05 43.29 0 43.29 43.29
2019-08-12 -1857.15 1916.89 59.74 59.74
2019-09-26 136.93 0 136.93 136.93
2019-10-16 -1879.87 2027.63 147.76 147.76
2019-11-07 62.33 0 62.33 62.33
2019-12-05 -1866.67 1904.22 37.55 37.55
2020-01-22 137.66 0 137.66 137.66
2020-02-14 -1860.78 1990.96 130.18 130.18
2020-02-25 -57.78 0 -57.78 -57.78
2020-04-09 -1482.54 1420.64 -61.9 -61.9
2020-04-24 -110.15 0 -110.15 -110.15
2020-04-28 -1544.35 1439.32 -105.03 -105.03
2020-05-07 -152.09 0 -152.09 -152.09
2020-05-08 -1568.78 1430.83 -137.95 -137.95
2020-05-13 -189.44 0 -189.44 -189.44
2020-05-19 -1745.73 1547.56 -198.17 -198.17
2020-06-16 -29.41 0 -29.41 -29.41
2020-06-17 -1707.33 1638.24 -69.09 -69.09
2020-06-18 -84.93 0 -84.93 -84.93
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-84.93
The current status of the model is: Waiting to enter since 2020-06-18 00:00:00
Processing portfolio for model: EMA_003_SlowMA_15_FastMA_10
BOUGHT QTY: 1 on 2019-01-24 00:00:00 at the price of 1748.98
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-04-05 00:00:00 at the price of 1788.03
SOLD QTY: -1 on 2019-05-08 00:00:00 at the price of 1765.01
BOUGHT QTY: 1 on 2019-06-11 00:00:00 at the price of 1799.5
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-13 00:00:00 at the price of 1907.67
SOLD QTY: -1 on 2019-09-30 00:00:00 at the price of 1953.0
BOUGHT QTY: 1 on 2019-10-17 00:00:00 at the price of 2033.0
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-10 00:00:00 at the price of 1902.4
SOLD QTY: -1 on 2020-01-23 00:00:00 at the price of 1986.24
BOUGHT QTY: 1 on 2020-02-19 00:00:00 at the price of 1982.76
SOLD QTY: -1 on 2020-02-25 00:00:00 at the price of 1803.0
BOUGHT QTY: 1 on 2020-04-14 00:00:00 at the price of 1460.09
SOLD QTY: -1 on 2020-05-14 00:00:00 at the price of 1348.74
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-23 00:00:00 at the price of 1652.3
BOUGHT QTY: 1 on 2020-06-24 00:00:00 at the price of 1660.71
SOLD QTY: -1 on 2020-06-25 00:00:00 at the price of 1585.81
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-24 1 1 1748.98 0 0
2019-03-01 -1 0 0 1708.2 -40.78
2019-04-05 1 1 1788.03 0 0
2019-05-08 -1 0 0 1765.01 -23.02
2019-06-11 1 1 1799.5 0 0
2019-08-06 -1 0 0 1799.2 -0.3
2019-08-13 1 1 1907.67 0 0
2019-09-30 -1 0 0 1953 45.33
2019-10-17 1 1 2033 0 0
2019-11-08 -1 0 0 1941 -92
2019-12-10 1 1 1902.4 0 0
2020-01-23 -1 0 0 1986.24 83.84
2020-02-19 1 1 1982.76 0 0
2020-02-25 -1 0 0 1803 -179.76
2020-04-14 1 1 1460.09 0 0
2020-05-14 -1 0 0 1348.74 -111.35
2020-05-19 1 1 1556.29 0 0
2020-06-23 -1 0 0 1652.3 96.01
2020-06-24 1 1 1660.71 0 0
2020-06-25 -1 0 0 1585.81 -74.9
cash_onhand position_value total_position accumu_return
date
2019-01-24 -1748.98 1795.67 46.69 46.69
2019-03-01 -40.78 0 -40.78 -40.78
2019-04-05 -1828.81 1769.45 -59.36 -59.36
2019-05-08 -63.8 0 -63.8 -63.8
2019-06-11 -1863.3 1803.63 -59.67 -59.67
2019-08-06 -64.1 0 -64.1 -64.1
2019-08-13 -1971.77 1943.19 -28.58 -28.58
2019-09-30 -18.77 0 -18.77 -18.77
2019-10-17 -2051.77 2028.53 -23.24 -23.24
2019-11-08 -110.77 0 -110.77 -110.77
2019-12-10 -2013.17 1904.63 -108.54 -108.54
2020-01-23 -26.93 0 -26.93 -26.93
2020-02-19 -2009.69 1968.49 -41.2 -41.2
2020-02-25 -206.69 0 -206.69 -206.69
2020-04-14 -1666.78 1449.42 -217.36 -217.36
2020-05-14 -318.04 0 -318.04 -318.04
2020-05-19 -1874.33 1547.56 -326.77 -326.77
2020-06-23 -222.03 0 -222.03 -222.03
2020-06-24 -1882.74 1610.33 -272.41 -272.41
2020-06-25 -296.93 0 -296.93 -296.93
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-296.93
The current status of the model is: Waiting to enter since 2020-06-25 00:00:00
Processing portfolio for model: EMA_004_SlowMA_20_FastMA_05
BOUGHT QTY: 1 on 2019-01-22 00:00:00 at the price of 1743.18
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-04-05 00:00:00 at the price of 1788.03
SOLD QTY: -1 on 2019-05-07 00:00:00 at the price of 1781.45
BOUGHT QTY: 1 on 2019-06-10 00:00:00 at the price of 1782.57
SOLD QTY: -1 on 2019-08-05 00:00:00 at the price of 1819.98
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-09-27 00:00:00 at the price of 1969.56
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-09 00:00:00 at the price of 1928.08
SOLD QTY: -1 on 2020-01-22 00:00:00 at the price of 2004.33
BOUGHT QTY: 1 on 2020-02-18 00:00:00 at the price of 1972.25
SOLD QTY: -1 on 2020-02-25 00:00:00 at the price of 1803.0
BOUGHT QTY: 1 on 2020-04-14 00:00:00 at the price of 1460.09
SOLD QTY: -1 on 2020-04-23 00:00:00 at the price of 1354.05
BOUGHT QTY: 1 on 2020-04-29 00:00:00 at the price of 1487.83
SOLD QTY: -1 on 2020-05-13 00:00:00 at the price of 1379.34
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-22 00:00:00 at the price of 1609.74
BOUGHT QTY: 1 on 2020-06-24 00:00:00 at the price of 1660.71
SOLD QTY: -1 on 2020-06-25 00:00:00 at the price of 1585.81
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-22 1 1 1743.18 0 0
2019-03-01 -1 0 0 1708.2 -34.98
2019-04-05 1 1 1788.03 0 0
2019-05-07 -1 0 0 1781.45 -6.58
2019-06-10 1 1 1782.57 0 0
2019-08-05 -1 0 0 1819.98 37.41
2019-08-12 1 1 1900.44 0 0
2019-09-27 -1 0 0 1969.56 69.12
2019-10-16 1 1 2016.8 0 0
2019-11-08 -1 0 0 1941 -75.8
2019-12-09 1 1 1928.08 0 0
2020-01-22 -1 0 0 2004.33 76.25
2020-02-18 1 1 1972.25 0 0
2020-02-25 -1 0 0 1803 -169.25
2020-04-14 1 1 1460.09 0 0
2020-04-23 -1 0 0 1354.05 -106.04
2020-04-29 1 1 1487.83 0 0
2020-05-13 -1 0 0 1379.34 -108.49
2020-05-19 1 1 1556.29 0 0
2020-06-22 -1 0 0 1609.74 53.45
2020-06-24 1 1 1660.71 0 0
2020-06-25 -1 0 0 1585.81 -74.9
cash_onhand position_value total_position accumu_return
date
2019-01-22 -1743.18 1708.98 -34.2 -34.2
2019-03-01 -34.98 0 -34.98 -34.98
2019-04-05 -1823.01 1769.45 -53.56 -53.56
2019-05-07 -41.56 0 -41.56 -41.56
2019-06-10 -1824.13 1781.12 -43.01 -43.01
2019-08-05 -4.15 0 -4.15 -4.15
2019-08-12 -1904.59 1916.89 12.3 12.3
2019-09-27 64.97 0 64.97 64.97
2019-10-16 -1951.83 2027.63 75.8 75.8
2019-11-08 -10.83 0 -10.83 -10.83
2019-12-09 -1938.91 1905.79 -33.12 -33.12
2020-01-22 65.42 0 65.42 65.42
2020-02-18 -1906.83 1976.28 69.45 69.45
2020-02-25 -103.83 0 -103.83 -103.83
2020-04-14 -1563.92 1449.42 -114.5 -114.5
2020-04-23 -209.87 0 -209.87 -209.87
2020-04-29 -1697.7 1520.53 -177.17 -177.17
2020-05-13 -318.36 0 -318.36 -318.36
2020-05-19 -1874.65 1547.56 -327.09 -327.09
2020-06-22 -264.91 0 -264.91 -264.91
2020-06-24 -1925.62 1610.33 -315.29 -315.29
2020-06-25 -339.81 0 -339.81 -339.81
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-339.81
The current status of the model is: Waiting to enter since 2020-06-25 00:00:00
Processing portfolio for model: EMA_005_SlowMA_20_FastMA_10
BOUGHT QTY: 1 on 2019-01-25 00:00:00 at the price of 1811.99
SOLD QTY: -1 on 2019-03-04 00:00:00 at the price of 1723.66
BOUGHT QTY: 1 on 2019-04-09 00:00:00 at the price of 1776.75
SOLD QTY: -1 on 2019-05-08 00:00:00 at the price of 1765.01
BOUGHT QTY: 1 on 2019-06-12 00:00:00 at the price of 1804.17
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-13 00:00:00 at the price of 1907.67
SOLD QTY: -1 on 2019-10-01 00:00:00 at the price of 1977.0
BOUGHT QTY: 1 on 2019-10-17 00:00:00 at the price of 2033.0
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-13 00:00:00 at the price of 1960.87
SOLD QTY: -1 on 2020-01-24 00:00:00 at the price of 1998.0
BOUGHT QTY: 1 on 2020-02-21 00:00:00 at the price of 1965.0
SOLD QTY: -1 on 2020-02-24 00:00:00 at the price of 1830.93
BOUGHT QTY: 1 on 2020-04-17 00:00:00 at the price of 1469.0
SOLD QTY: -1 on 2020-04-23 00:00:00 at the price of 1354.05
BOUGHT QTY: 1 on 2020-04-29 00:00:00 at the price of 1487.83
SOLD QTY: -1 on 2020-05-14 00:00:00 at the price of 1348.74
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-29 00:00:00 at the price of 1567.77
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-25 1 1 1811.99 0 0
2019-03-04 -1 0 0 1723.66 -88.33
2019-04-09 1 1 1776.75 0 0
2019-05-08 -1 0 0 1765.01 -11.74
2019-06-12 1 1 1804.17 0 0
2019-08-06 -1 0 0 1799.2 -4.97
2019-08-13 1 1 1907.67 0 0
2019-10-01 -1 0 0 1977 69.33
2019-10-17 1 1 2033 0 0
2019-11-08 -1 0 0 1941 -92
2019-12-13 1 1 1960.87 0 0
2020-01-24 -1 0 0 1998 37.13
2020-02-21 1 1 1965 0 0
2020-02-24 -1 0 0 1830.93 -134.07
2020-04-17 1 1 1469 0 0
2020-04-23 -1 0 0 1354.05 -114.95
2020-04-29 1 1 1487.83 0 0
2020-05-14 -1 0 0 1348.74 -139.09
2020-05-19 1 1 1556.29 0 0
2020-06-29 -1 0 0 1567.77 11.48
cash_onhand position_value total_position accumu_return
date
2019-01-25 -1811.99 1802.2 -9.79 -9.79
2019-03-04 -88.33 0 -88.33 -88.33
2019-04-09 -1865.08 1794.47 -70.61 -70.61
2019-05-08 -100.07 0 -100.07 -100.07
2019-06-12 -1904.24 1798.9 -105.34 -105.34
2019-08-06 -105.04 0 -105.04 -105.04
2019-08-13 -2012.71 1943.19 -69.52 -69.52
2019-10-01 -35.71 0 -35.71 -35.71
2019-10-17 -2068.71 2028.53 -40.18 -40.18
2019-11-08 -127.71 0 -127.71 -127.71
2019-12-13 -2088.58 1973.6 -114.98 -114.98
2020-01-24 -90.58 0 -90.58 -90.58
2020-02-21 -2055.58 1928.72 -126.86 -126.86
2020-02-24 -224.65 0 -224.65 -224.65
2020-04-17 -1693.65 1470.87 -222.78 -222.78
2020-04-23 -339.6 0 -339.6 -339.6
2020-04-29 -1827.43 1520.53 -306.9 -306.9
2020-05-14 -478.69 0 -478.69 -478.69
2020-05-19 -2034.98 1547.56 -487.42 -487.42
2020-06-29 -467.21 0 -467.21 -467.21
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-467.21
The current status of the model is: Waiting to enter since 2020-06-29 00:00:00
Processing portfolio for model: EMA_006_SlowMA_20_FastMA_15
BOUGHT QTY: 1 on 2019-01-28 00:00:00 at the price of 1787.62
SOLD QTY: -1 on 2019-03-05 00:00:00 at the price of 1715.0
BOUGHT QTY: 1 on 2019-04-11 00:00:00 at the price of 1810.0
SOLD QTY: -1 on 2019-05-09 00:00:00 at the price of 1729.43
BOUGHT QTY: 1 on 2019-06-14 00:00:00 at the price of 1808.2
SOLD QTY: -1 on 2019-08-07 00:00:00 at the price of 1758.4
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-10-04 00:00:00 at the price of 1970.64
BOUGHT QTY: 1 on 2019-10-17 00:00:00 at the price of 2033.0
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-16 00:00:00 at the price of 1983.47
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-04-30 00:00:00 at the price of 1514.53
SOLD QTY: -1 on 2020-05-14 00:00:00 at the price of 1348.74
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-30 00:00:00 at the price of 1583.9
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-28 1 1 1787.62 0 0
2019-03-05 -1 0 0 1715 -72.62
2019-04-11 1 1 1810 0 0
2019-05-09 -1 0 0 1729.43 -80.57
2019-06-14 1 1 1808.2 0 0
2019-08-07 -1 0 0 1758.4 -49.8
2019-08-12 1 1 1900.44 0 0
2019-10-04 -1 0 0 1970.64 70.2
2019-10-17 1 1 2033 0 0
2019-11-08 -1 0 0 1941 -92
2019-12-16 1 1 1983.47 0 0
2020-01-28 -1 0 0 1914.67 -68.8
2020-04-30 1 1 1514.53 0 0
2020-05-14 -1 0 0 1348.74 -165.79
2020-05-19 1 1 1556.29 0 0
2020-06-30 -1 0 0 1583.9 27.61
cash_onhand position_value total_position accumu_return
date
2019-01-28 -1787.62 1813.6 25.98 25.98
2019-03-05 -72.62 0 -72.62 -72.62
2019-04-11 -1882.62 1818.59 -64.03 -64.03
2019-05-09 -153.19 0 -153.19 -153.19
2019-06-14 -1961.39 1775.5 -185.89 -185.89
2019-08-07 -202.99 0 -202.99 -202.99
2019-08-12 -2103.43 1916.89 -186.54 -186.54
2019-10-04 -132.79 0 -132.79 -132.79
2019-10-17 -2165.79 2028.53 -137.26 -137.26
2019-11-08 -224.79 0 -224.79 -224.79
2019-12-16 -2208.26 1995.02 -213.24 -213.24
2020-01-28 -293.59 0 -293.59 -293.59
2020-04-30 -1808.12 1480.57 -327.55 -327.55
2020-05-14 -459.38 0 -459.38 -459.38
2020-05-19 -2015.67 1547.56 -468.11 -468.11
2020-06-30 -431.77 0 -431.77 -431.77
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-431.77
The current status of the model is: Waiting to enter since 2020-06-30 00:00:00
Processing portfolio for model: EMA_007_SlowMA_25_FastMA_05
BOUGHT QTY: 1 on 2019-01-24 00:00:00 at the price of 1748.98
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-04-08 00:00:00 at the price of 1767.92
SOLD QTY: -1 on 2019-05-07 00:00:00 at the price of 1781.45
BOUGHT QTY: 1 on 2019-06-11 00:00:00 at the price of 1799.5
SOLD QTY: -1 on 2019-08-05 00:00:00 at the price of 1819.98
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-09-30 00:00:00 at the price of 1953.0
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-12 00:00:00 at the price of 1930.85
SOLD QTY: -1 on 2020-01-23 00:00:00 at the price of 1986.24
BOUGHT QTY: 1 on 2020-02-18 00:00:00 at the price of 1972.25
SOLD QTY: -1 on 2020-02-25 00:00:00 at the price of 1803.0
BOUGHT QTY: 1 on 2020-04-15 00:00:00 at the price of 1407.84
SOLD QTY: -1 on 2020-04-22 00:00:00 at the price of 1365.01
BOUGHT QTY: 1 on 2020-04-29 00:00:00 at the price of 1487.83
SOLD QTY: -1 on 2020-05-07 00:00:00 at the price of 1392.26
BOUGHT QTY: 1 on 2020-05-08 00:00:00 at the price of 1416.69
SOLD QTY: -1 on 2020-05-13 00:00:00 at the price of 1379.34
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-26 00:00:00 at the price of 1597.3
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-24 1 1 1748.98 0 0
2019-03-01 -1 0 0 1708.2 -40.78
2019-04-08 1 1 1767.92 0 0
2019-05-07 -1 0 0 1781.45 13.53
2019-06-11 1 1 1799.5 0 0
2019-08-05 -1 0 0 1819.98 20.48
2019-08-12 1 1 1900.44 0 0
2019-09-30 -1 0 0 1953 52.56
2019-10-16 1 1 2016.8 0 0
2019-11-08 -1 0 0 1941 -75.8
2019-12-12 1 1 1930.85 0 0
2020-01-23 -1 0 0 1986.24 55.39
2020-02-18 1 1 1972.25 0 0
2020-02-25 -1 0 0 1803 -169.25
2020-04-15 1 1 1407.84 0 0
2020-04-22 -1 0 0 1365.01 -42.83
2020-04-29 1 1 1487.83 0 0
2020-05-07 -1 0 0 1392.26 -95.57
2020-05-08 1 1 1416.69 0 0
2020-05-13 -1 0 0 1379.34 -37.35
2020-05-19 1 1 1556.29 0 0
2020-06-26 -1 0 0 1597.3 41.01
cash_onhand position_value total_position accumu_return
date
2019-01-24 -1748.98 1795.67 46.69 46.69
2019-03-01 -40.78 0 -40.78 -40.78
2019-04-08 -1808.7 1788.72 -19.98 -19.98
2019-05-07 -27.25 0 -27.25 -27.25
2019-06-11 -1826.75 1803.63 -23.12 -23.12
2019-08-05 -6.77 0 -6.77 -6.77
2019-08-12 -1907.21 1916.89 9.68 9.68
2019-09-30 45.79 0 45.79 45.79
2019-10-16 -1971.01 2027.63 56.62 56.62
2019-11-08 -30.01 0 -30.01 -30.01
2019-12-12 -1960.86 1948.48 -12.38 -12.38
2020-01-23 25.38 0 25.38 25.38
2020-02-18 -1946.87 1976.28 29.41 29.41
2020-02-25 -143.87 0 -143.87 -143.87
2020-04-15 -1551.71 1424.61 -127.1 -127.1
2020-04-22 -186.7 0 -186.7 -186.7
2020-04-29 -1674.53 1520.53 -154 -154
2020-05-07 -282.27 0 -282.27 -282.27
2020-05-08 -1698.96 1430.83 -268.13 -268.13
2020-05-13 -319.62 0 -319.62 -319.62
2020-05-19 -1875.91 1547.56 -328.35 -328.35
2020-06-26 -278.61 0 -278.61 -278.61
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-278.61
The current status of the model is: Waiting to enter since 2020-06-26 00:00:00
Processing portfolio for model: EMA_008_SlowMA_25_FastMA_10
BOUGHT QTY: 1 on 2019-01-28 00:00:00 at the price of 1787.62
SOLD QTY: -1 on 2019-03-04 00:00:00 at the price of 1723.66
BOUGHT QTY: 1 on 2019-04-10 00:00:00 at the price of 1793.85
SOLD QTY: -1 on 2019-05-09 00:00:00 at the price of 1729.43
BOUGHT QTY: 1 on 2019-06-13 00:00:00 at the price of 1802.05
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-10-03 00:00:00 at the price of 1936.55
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-16 00:00:00 at the price of 1983.47
SOLD QTY: -1 on 2020-01-27 00:00:00 at the price of 1906.41
BOUGHT QTY: 1 on 2020-04-30 00:00:00 at the price of 1514.53
SOLD QTY: -1 on 2020-05-14 00:00:00 at the price of 1348.74
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-29 00:00:00 at the price of 1567.77
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-28 1 1 1787.62 0 0
2019-03-04 -1 0 0 1723.66 -63.96
2019-04-10 1 1 1793.85 0 0
2019-05-09 -1 0 0 1729.43 -64.42
2019-06-13 1 1 1802.05 0 0
2019-08-06 -1 0 0 1799.2 -2.85
2019-08-12 1 1 1900.44 0 0
2019-10-03 -1 0 0 1936.55 36.11
2019-10-16 1 1 2016.8 0 0
2019-11-08 -1 0 0 1941 -75.8
2019-12-16 1 1 1983.47 0 0
2020-01-27 -1 0 0 1906.41 -77.06
2020-04-30 1 1 1514.53 0 0
2020-05-14 -1 0 0 1348.74 -165.79
2020-05-19 1 1 1556.29 0 0
2020-06-29 -1 0 0 1567.77 11.48
cash_onhand position_value total_position accumu_return
date
2019-01-28 -1787.62 1813.6 25.98 25.98
2019-03-04 -63.96 0 -63.96 -63.96
2019-04-10 -1857.81 1806 -51.81 -51.81
2019-05-09 -128.38 0 -128.38 -128.38
2019-06-13 -1930.43 1809.52 -120.91 -120.91
2019-08-06 -131.23 0 -131.23 -131.23
2019-08-12 -2031.67 1916.89 -114.78 -114.78
2019-10-03 -95.12 0 -95.12 -95.12
2019-10-16 -2111.92 2027.63 -84.29 -84.29
2019-11-08 -170.92 0 -170.92 -170.92
2019-12-16 -2154.39 1995.02 -159.37 -159.37
2020-01-27 -247.98 0 -247.98 -247.98
2020-04-30 -1762.51 1480.57 -281.94 -281.94
2020-05-14 -413.77 0 -413.77 -413.77
2020-05-19 -1970.06 1547.56 -422.5 -422.5
2020-06-29 -402.29 0 -402.29 -402.29
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-402.29
The current status of the model is: Waiting to enter since 2020-06-29 00:00:00
Processing portfolio for model: EMA_009_SlowMA_25_FastMA_15
BOUGHT QTY: 1 on 2019-01-29 00:00:00 at the price of 1816.62
SOLD QTY: -1 on 2019-03-05 00:00:00 at the price of 1715.0
BOUGHT QTY: 1 on 2019-04-12 00:00:00 at the price of 1827.87
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 1825.0
BOUGHT QTY: 1 on 2019-06-14 00:00:00 at the price of 1808.2
SOLD QTY: -1 on 2019-08-07 00:00:00 at the price of 1758.4
BOUGHT QTY: 1 on 2019-08-09 00:00:00 at the price of 1926.54
SOLD QTY: -1 on 2019-10-08 00:00:00 at the price of 1937.05
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-17 00:00:00 at the price of 2000.0
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-05-01 00:00:00 at the price of 1442.75
SOLD QTY: -1 on 2020-05-07 00:00:00 at the price of 1392.26
BOUGHT QTY: 1 on 2020-05-08 00:00:00 at the price of 1416.69
SOLD QTY: -1 on 2020-05-13 00:00:00 at the price of 1379.34
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-29 1 1 1816.62 0 0
2019-03-05 -1 0 0 1715 -101.62
2019-04-12 1 1 1827.87 0 0
2019-05-10 -1 0 0 1825 -2.87
2019-06-14 1 1 1808.2 0 0
2019-08-07 -1 0 0 1758.4 -49.8
2019-08-09 1 1 1926.54 0 0
2019-10-08 -1 0 0 1937.05 10.51
2019-10-16 1 1 2016.8 0 0
2019-11-08 -1 0 0 1941 -75.8
2019-12-17 1 1 2000 0 0
2020-01-28 -1 0 0 1914.67 -85.33
2020-05-01 1 1 1442.75 0 0
2020-05-07 -1 0 0 1392.26 -50.49
2020-05-08 1 1 1416.69 0 0
2020-05-13 -1 0 0 1379.34 -37.35
2020-05-19 1 1 1556.29 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-29 -1816.62 1808.8 -7.82 -7.82
2019-03-05 -101.62 0 -101.62 -101.62
2019-04-12 -1929.49 1833.07 -96.42 -96.42
2019-05-10 -104.49 0 -104.49 -104.49
2019-06-14 -1912.69 1775.5 -137.19 -137.19
2019-08-07 -154.29 0 -154.29 -154.29
2019-08-09 -2080.83 1917.69 -163.14 -163.14
2019-10-08 -143.78 0 -143.78 -143.78
2019-10-16 -2160.58 2027.63 -132.95 -132.95
2019-11-08 -219.58 0 -219.58 -219.58
2019-12-17 -2219.58 2001.87 -217.71 -217.71
2020-01-28 -304.91 0 -304.91 -304.91
2020-05-01 -1747.66 1448.79 -298.87 -298.87
2020-05-07 -355.4 0 -355.4 -355.4
2020-05-08 -1772.09 1430.83 -341.26 -341.26
2020-05-13 -392.75 0 -392.75 -392.75
2020-05-19 -1949.04 1547.56 -401.48 -401.48
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-290.25
The current status of the model is: Holding a position since 2020-05-19 00:00:00
Processing portfolio for model: EMA_010_SlowMA_25_FastMA_20
BOUGHT QTY: 1 on 2019-01-30 00:00:00 at the price of 1825.33
SOLD QTY: -1 on 2019-03-06 00:00:00 at the price of 1748.37
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 1825.0
BOUGHT QTY: 1 on 2019-05-13 00:00:00 at the price of 1800.0
SOLD QTY: -1 on 2019-05-14 00:00:00 at the price of 1787.12
BOUGHT QTY: 1 on 2019-06-19 00:00:00 at the price of 1812.0
SOLD QTY: -1 on 2019-10-10 00:00:00 at the price of 1942.69
BOUGHT QTY: 1 on 2019-10-15 00:00:00 at the price of 1992.21
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-18 00:00:00 at the price of 2008.67
SOLD QTY: -1 on 2020-01-29 00:00:00 at the price of 1924.04
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-30 1 1 1825.33 0 0
2019-03-06 -1 0 0 1748.37 -76.96
2019-04-15 1 1 1834 0 0
2019-05-10 -1 0 0 1825 -9
2019-05-13 1 1 1800 0 0
2019-05-14 -1 0 0 1787.12 -12.88
2019-06-19 1 1 1812 0 0
2019-10-10 -1 0 0 1942.69 130.69
2019-10-15 1 1 1992.21 0 0
2019-11-11 -1 0 0 1869 -123.21
2019-12-18 1 1 2008.67 0 0
2020-01-29 -1 0 0 1924.04 -84.63
2020-05-19 1 1 1556.29 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-30 -1825.33 1818.7 -6.63 -6.63
2019-03-06 -76.96 0 -76.96 -76.96
2019-04-15 -1910.96 1846.23 -64.73 -64.73
2019-05-10 -85.96 0 -85.96 -85.96
2019-05-13 -1885.96 1777.26 -108.7 -108.7
2019-05-14 -98.84 0 -98.84 -98.84
2019-06-19 -1910.84 1842.06 -68.78 -68.78
2019-10-10 31.85 0 31.85 31.85
2019-10-15 -1960.36 2016.39 56.03 56.03
2019-11-11 -91.36 0 -91.36 -91.36
2019-12-18 -2100.03 1991.51 -108.52 -108.52
2020-01-29 -175.99 0 -175.99 -175.99
2020-05-19 -1732.28 1547.56 -184.72 -184.72
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-73.49
The current status of the model is: Holding a position since 2020-05-19 00:00:00
Processing portfolio for model: EMA_011_SlowMA_30_FastMA_05
BOUGHT QTY: 1 on 2019-01-25 00:00:00 at the price of 1811.99
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-04-09 00:00:00 at the price of 1776.75
SOLD QTY: -1 on 2019-05-08 00:00:00 at the price of 1765.01
BOUGHT QTY: 1 on 2019-06-11 00:00:00 at the price of 1799.5
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-09-30 00:00:00 at the price of 1953.0
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-13 00:00:00 at the price of 1960.87
SOLD QTY: -1 on 2020-01-24 00:00:00 at the price of 1998.0
BOUGHT QTY: 1 on 2020-02-19 00:00:00 at the price of 1982.76
SOLD QTY: -1 on 2020-02-24 00:00:00 at the price of 1830.93
BOUGHT QTY: 1 on 2020-04-20 00:00:00 at the price of 1462.05
SOLD QTY: -1 on 2020-04-21 00:00:00 at the price of 1382.81
BOUGHT QTY: 1 on 2020-04-30 00:00:00 at the price of 1514.53
SOLD QTY: -1 on 2020-05-07 00:00:00 at the price of 1392.26
BOUGHT QTY: 1 on 2020-05-11 00:00:00 at the price of 1427.02
SOLD QTY: -1 on 2020-05-12 00:00:00 at the price of 1401.09
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-29 00:00:00 at the price of 1567.77
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-25 1 1 1811.99 0 0
2019-03-01 -1 0 0 1708.2 -103.79
2019-04-09 1 1 1776.75 0 0
2019-05-08 -1 0 0 1765.01 -11.74
2019-06-11 1 1 1799.5 0 0
2019-08-06 -1 0 0 1799.2 -0.3
2019-08-12 1 1 1900.44 0 0
2019-09-30 -1 0 0 1953 52.56
2019-10-16 1 1 2016.8 0 0
2019-11-08 -1 0 0 1941 -75.8
2019-12-13 1 1 1960.87 0 0
2020-01-24 -1 0 0 1998 37.13
2020-02-19 1 1 1982.76 0 0
2020-02-24 -1 0 0 1830.93 -151.83
2020-04-20 1 1 1462.05 0 0
2020-04-21 -1 0 0 1382.81 -79.24
2020-04-30 1 1 1514.53 0 0
2020-05-07 -1 0 0 1392.26 -122.27
2020-05-11 1 1 1427.02 0 0
2020-05-12 -1 0 0 1401.09 -25.93
2020-05-19 1 1 1556.29 0 0
2020-06-29 -1 0 0 1567.77 11.48
cash_onhand position_value total_position accumu_return
date
2019-01-25 -1811.99 1802.2 -9.79 -9.79
2019-03-01 -103.79 0 -103.79 -103.79
2019-04-09 -1880.54 1794.47 -86.07 -86.07
2019-05-08 -115.53 0 -115.53 -115.53
2019-06-11 -1915.03 1803.63 -111.4 -111.4
2019-08-06 -115.83 0 -115.83 -115.83
2019-08-12 -2016.27 1916.89 -99.38 -99.38
2019-09-30 -63.27 0 -63.27 -63.27
2019-10-16 -2080.07 2027.63 -52.44 -52.44
2019-11-08 -139.07 0 -139.07 -139.07
2019-12-13 -2099.94 1973.6 -126.34 -126.34
2020-01-24 -101.94 0 -101.94 -101.94
2020-02-19 -2084.7 1968.49 -116.21 -116.21
2020-02-24 -253.77 0 -253.77 -253.77
2020-04-20 -1715.82 1411.63 -304.19 -304.19
2020-04-21 -333.01 0 -333.01 -333.01
2020-04-30 -1847.54 1480.57 -366.97 -366.97
2020-05-07 -455.28 0 -455.28 -455.28
2020-05-11 -1882.3 1411 -471.3 -471.3
2020-05-12 -481.21 0 -481.21 -481.21
2020-05-19 -2037.5 1547.56 -489.94 -489.94
2020-06-29 -469.73 0 -469.73 -469.73
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-469.73
The current status of the model is: Waiting to enter since 2020-06-29 00:00:00
Processing portfolio for model: EMA_012_SlowMA_30_FastMA_10
BOUGHT QTY: 1 on 2019-01-28 00:00:00 at the price of 1787.62
SOLD QTY: -1 on 2019-03-04 00:00:00 at the price of 1723.66
BOUGHT QTY: 1 on 2019-04-11 00:00:00 at the price of 1810.0
SOLD QTY: -1 on 2019-05-09 00:00:00 at the price of 1729.43
BOUGHT QTY: 1 on 2019-06-13 00:00:00 at the price of 1802.05
SOLD QTY: -1 on 2019-08-07 00:00:00 at the price of 1758.4
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-10-04 00:00:00 at the price of 1970.64
BOUGHT QTY: 1 on 2019-10-07 00:00:00 at the price of 1971.01
SOLD QTY: -1 on 2019-10-08 00:00:00 at the price of 1937.05
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-16 00:00:00 at the price of 1983.47
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-05-01 00:00:00 at the price of 1442.75
SOLD QTY: -1 on 2020-05-07 00:00:00 at the price of 1392.26
BOUGHT QTY: 1 on 2020-05-11 00:00:00 at the price of 1427.02
SOLD QTY: -1 on 2020-05-12 00:00:00 at the price of 1401.09
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-07-01 00:00:00 at the price of 1606.05
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-28 1 1 1787.62 0 0
2019-03-04 -1 0 0 1723.66 -63.96
2019-04-11 1 1 1810 0 0
2019-05-09 -1 0 0 1729.43 -80.57
2019-06-13 1 1 1802.05 0 0
2019-08-07 -1 0 0 1758.4 -43.65
2019-08-12 1 1 1900.44 0 0
2019-10-04 -1 0 0 1970.64 70.2
2019-10-07 1 1 1971.01 0 0
2019-10-08 -1 0 0 1937.05 -33.96
2019-10-16 1 1 2016.8 0 0
2019-11-08 -1 0 0 1941 -75.8
2019-12-16 1 1 1983.47 0 0
2020-01-28 -1 0 0 1914.67 -68.8
2020-05-01 1 1 1442.75 0 0
2020-05-07 -1 0 0 1392.26 -50.49
2020-05-11 1 1 1427.02 0 0
2020-05-12 -1 0 0 1401.09 -25.93
2020-05-19 1 1 1556.29 0 0
2020-07-01 -1 0 0 1606.05 49.76
cash_onhand position_value total_position accumu_return
date
2019-01-28 -1787.62 1813.6 25.98 25.98
2019-03-04 -63.96 0 -63.96 -63.96
2019-04-11 -1873.96 1818.59 -55.37 -55.37
2019-05-09 -144.53 0 -144.53 -144.53
2019-06-13 -1946.58 1809.52 -137.06 -137.06
2019-08-07 -188.18 0 -188.18 -188.18
2019-08-12 -2088.62 1916.89 -171.73 -171.73
2019-10-04 -117.98 0 -117.98 -117.98
2019-10-07 -2088.99 1951.56 -137.43 -137.43
2019-10-08 -151.94 0 -151.94 -151.94
2019-10-16 -2168.74 2027.63 -141.11 -141.11
2019-11-08 -227.74 0 -227.74 -227.74
2019-12-16 -2211.21 1995.02 -216.19 -216.19
2020-01-28 -296.54 0 -296.54 -296.54
2020-05-01 -1739.29 1448.79 -290.5 -290.5
2020-05-07 -347.03 0 -347.03 -347.03
2020-05-11 -1774.05 1411 -363.05 -363.05
2020-05-12 -372.96 0 -372.96 -372.96
2020-05-19 -1929.25 1547.56 -381.69 -381.69
2020-07-01 -323.2 0 -323.2 -323.2
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-323.20
The current status of the model is: Waiting to enter since 2020-07-01 00:00:00
Processing portfolio for model: EMA_013_SlowMA_30_FastMA_15
BOUGHT QTY: 1 on 2019-01-30 00:00:00 at the price of 1825.33
SOLD QTY: -1 on 2019-03-06 00:00:00 at the price of 1748.37
BOUGHT QTY: 1 on 2019-04-12 00:00:00 at the price of 1827.87
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 1825.0
BOUGHT QTY: 1 on 2019-06-19 00:00:00 at the price of 1812.0
SOLD QTY: -1 on 2019-08-08 00:00:00 at the price of 1900.0
BOUGHT QTY: 1 on 2019-08-09 00:00:00 at the price of 1926.54
SOLD QTY: -1 on 2019-10-10 00:00:00 at the price of 1942.69
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-17 00:00:00 at the price of 2000.0
SOLD QTY: -1 on 2020-01-29 00:00:00 at the price of 1924.04
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-30 1 1 1825.33 0 0
2019-03-06 -1 0 0 1748.37 -76.96
2019-04-12 1 1 1827.87 0 0
2019-05-10 -1 0 0 1825 -2.87
2019-06-19 1 1 1812 0 0
2019-08-08 -1 0 0 1900 88
2019-08-09 1 1 1926.54 0 0
2019-10-10 -1 0 0 1942.69 16.15
2019-10-16 1 1 2016.8 0 0
2019-11-11 -1 0 0 1869 -147.8
2019-12-17 1 1 2000 0 0
2020-01-29 -1 0 0 1924.04 -75.96
2020-05-19 1 1 1556.29 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-30 -1825.33 1818.7 -6.63 -6.63
2019-03-06 -76.96 0 -76.96 -76.96
2019-04-12 -1904.83 1833.07 -71.76 -71.76
2019-05-10 -79.83 0 -79.83 -79.83
2019-06-19 -1891.83 1842.06 -49.77 -49.77
2019-08-08 8.17 0 8.17 8.17
2019-08-09 -1918.37 1917.69 -0.68 -0.68
2019-10-10 24.32 0 24.32 24.32
2019-10-16 -1992.48 2027.63 35.15 35.15
2019-11-11 -123.48 0 -123.48 -123.48
2019-12-17 -2123.48 2001.87 -121.61 -121.61
2020-01-29 -199.44 0 -199.44 -199.44
2020-05-19 -1755.73 1547.56 -208.17 -208.17
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-96.94
The current status of the model is: Holding a position since 2020-05-19 00:00:00
Processing portfolio for model: EMA_014_SlowMA_30_FastMA_20
BOUGHT QTY: 1 on 2019-01-31 00:00:00 at the price of 1820.37
SOLD QTY: -1 on 2019-03-07 00:00:00 at the price of 1746.5
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-14 00:00:00 at the price of 1787.12
BOUGHT QTY: 1 on 2019-06-20 00:00:00 at the price of 1862.07
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-18 00:00:00 at the price of 2008.67
SOLD QTY: -1 on 2020-01-30 00:00:00 at the price of 1871.42
BOUGHT QTY: 1 on 2020-05-20 00:00:00 at the price of 1578.52
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-31 1 1 1820.37 0 0
2019-03-07 -1 0 0 1746.5 -73.87
2019-04-15 1 1 1834 0 0
2019-05-14 -1 0 0 1787.12 -46.88
2019-06-20 1 1 1862.07 0 0
2019-11-11 -1 0 0 1869 6.93
2019-12-18 1 1 2008.67 0 0
2020-01-30 -1 0 0 1871.42 -137.25
2020-05-20 1 1 1578.52 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-31 -1820.37 1832.81 12.44 12.44
2019-03-07 -73.87 0 -73.87 -73.87
2019-04-15 -1907.87 1846.23 -61.64 -61.64
2019-05-14 -120.75 0 -120.75 -120.75
2019-06-20 -1982.82 1861.31 -121.51 -121.51
2019-11-11 -113.82 0 -113.82 -113.82
2019-12-18 -2122.49 1991.51 -130.98 -130.98
2020-01-30 -251.07 0 -251.07 -251.07
2020-05-20 -1829.59 1599.15 -230.44 -230.44
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-170.80
The current status of the model is: Holding a position since 2020-05-20 00:00:00
Processing portfolio for model: EMA_015_SlowMA_35_FastMA_05
BOUGHT QTY: 1 on 2019-01-25 00:00:00 at the price of 1811.99
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-04-09 00:00:00 at the price of 1776.75
SOLD QTY: -1 on 2019-05-08 00:00:00 at the price of 1765.01
BOUGHT QTY: 1 on 2019-06-12 00:00:00 at the price of 1804.17
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-10-01 00:00:00 at the price of 1977.0
BOUGHT QTY: 1 on 2019-10-02 00:00:00 at the price of 1969.0
SOLD QTY: -1 on 2019-10-03 00:00:00 at the price of 1936.55
BOUGHT QTY: 1 on 2019-10-15 00:00:00 at the price of 1992.21
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-13 00:00:00 at the price of 1960.87
SOLD QTY: -1 on 2020-01-24 00:00:00 at the price of 1998.0
BOUGHT QTY: 1 on 2020-02-19 00:00:00 at the price of 1982.76
SOLD QTY: -1 on 2020-02-24 00:00:00 at the price of 1830.93
BOUGHT QTY: 1 on 2020-04-30 00:00:00 at the price of 1514.53
SOLD QTY: -1 on 2020-05-06 00:00:00 at the price of 1397.46
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-29 00:00:00 at the price of 1567.77
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-25 1 1 1811.99 0 0
2019-03-01 -1 0 0 1708.2 -103.79
2019-04-09 1 1 1776.75 0 0
2019-05-08 -1 0 0 1765.01 -11.74
2019-06-12 1 1 1804.17 0 0
2019-08-06 -1 0 0 1799.2 -4.97
2019-08-12 1 1 1900.44 0 0
2019-10-01 -1 0 0 1977 76.56
2019-10-02 1 1 1969 0 0
2019-10-03 -1 0 0 1936.55 -32.45
2019-10-15 1 1 1992.21 0 0
2019-11-08 -1 0 0 1941 -51.21
2019-12-13 1 1 1960.87 0 0
2020-01-24 -1 0 0 1998 37.13
2020-02-19 1 1 1982.76 0 0
2020-02-24 -1 0 0 1830.93 -151.83
2020-04-30 1 1 1514.53 0 0
2020-05-06 -1 0 0 1397.46 -117.07
2020-05-19 1 1 1556.29 0 0
2020-06-29 -1 0 0 1567.77 11.48
cash_onhand position_value total_position accumu_return
date
2019-01-25 -1811.99 1802.2 -9.79 -9.79
2019-03-01 -103.79 0 -103.79 -103.79
2019-04-09 -1880.54 1794.47 -86.07 -86.07
2019-05-08 -115.53 0 -115.53 -115.53
2019-06-12 -1919.7 1798.9 -120.8 -120.8
2019-08-06 -120.5 0 -120.5 -120.5
2019-08-12 -2020.94 1916.89 -104.05 -104.05
2019-10-01 -43.94 0 -43.94 -43.94
2019-10-02 -2012.94 1941.44 -71.5 -71.5
2019-10-03 -76.39 0 -76.39 -76.39
2019-10-15 -2068.6 2016.39 -52.21 -52.21
2019-11-08 -127.6 0 -127.6 -127.6
2019-12-13 -2088.47 1973.6 -114.87 -114.87
2020-01-24 -90.47 0 -90.47 -90.47
2020-02-19 -2073.23 1968.49 -104.74 -104.74
2020-02-24 -242.3 0 -242.3 -242.3
2020-04-30 -1756.83 1480.57 -276.26 -276.26
2020-05-06 -359.37 0 -359.37 -359.37
2020-05-19 -1915.66 1547.56 -368.1 -368.1
2020-06-29 -347.89 0 -347.89 -347.89
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-347.89
The current status of the model is: Waiting to enter since 2020-06-29 00:00:00
Processing portfolio for model: EMA_016_SlowMA_35_FastMA_10
BOUGHT QTY: 1 on 2019-01-29 00:00:00 at the price of 1816.62
SOLD QTY: -1 on 2019-03-05 00:00:00 at the price of 1715.0
BOUGHT QTY: 1 on 2019-04-11 00:00:00 at the price of 1810.0
SOLD QTY: -1 on 2019-05-09 00:00:00 at the price of 1729.43
BOUGHT QTY: 1 on 2019-06-14 00:00:00 at the price of 1808.2
SOLD QTY: -1 on 2019-08-07 00:00:00 at the price of 1758.4
BOUGHT QTY: 1 on 2019-08-09 00:00:00 at the price of 1926.54
SOLD QTY: -1 on 2019-10-09 00:00:00 at the price of 1953.72
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-17 00:00:00 at the price of 2000.0
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-05-20 00:00:00 at the price of 1578.52
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-29 1 1 1816.62 0 0
2019-03-05 -1 0 0 1715 -101.62
2019-04-11 1 1 1810 0 0
2019-05-09 -1 0 0 1729.43 -80.57
2019-06-14 1 1 1808.2 0 0
2019-08-07 -1 0 0 1758.4 -49.8
2019-08-09 1 1 1926.54 0 0
2019-10-09 -1 0 0 1953.72 27.18
2019-10-16 1 1 2016.8 0 0
2019-11-08 -1 0 0 1941 -75.8
2019-12-17 1 1 2000 0 0
2020-01-28 -1 0 0 1914.67 -85.33
2020-05-20 1 1 1578.52 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-29 -1816.62 1808.8 -7.82 -7.82
2019-03-05 -101.62 0 -101.62 -101.62
2019-04-11 -1911.62 1818.59 -93.03 -93.03
2019-05-09 -182.19 0 -182.19 -182.19
2019-06-14 -1990.39 1775.5 -214.89 -214.89
2019-08-07 -231.99 0 -231.99 -231.99
2019-08-09 -2158.53 1917.69 -240.84 -240.84
2019-10-09 -204.81 0 -204.81 -204.81
2019-10-16 -2221.61 2027.63 -193.98 -193.98
2019-11-08 -280.61 0 -280.61 -280.61
2019-12-17 -2280.61 2001.87 -278.74 -278.74
2020-01-28 -365.94 0 -365.94 -365.94
2020-05-20 -1944.46 1599.15 -345.31 -345.31
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-285.67
The current status of the model is: Holding a position since 2020-05-20 00:00:00
Processing portfolio for model: EMA_017_SlowMA_35_FastMA_15
BOUGHT QTY: 1 on 2019-01-30 00:00:00 at the price of 1825.33
SOLD QTY: -1 on 2019-03-06 00:00:00 at the price of 1748.37
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 1825.0
BOUGHT QTY: 1 on 2019-05-13 00:00:00 at the price of 1800.0
SOLD QTY: -1 on 2019-05-14 00:00:00 at the price of 1787.12
BOUGHT QTY: 1 on 2019-06-19 00:00:00 at the price of 1812.0
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-18 00:00:00 at the price of 2008.67
SOLD QTY: -1 on 2020-01-29 00:00:00 at the price of 1924.04
BOUGHT QTY: 1 on 2020-05-20 00:00:00 at the price of 1578.52
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-30 1 1 1825.33 0 0
2019-03-06 -1 0 0 1748.37 -76.96
2019-04-15 1 1 1834 0 0
2019-05-10 -1 0 0 1825 -9
2019-05-13 1 1 1800 0 0
2019-05-14 -1 0 0 1787.12 -12.88
2019-06-19 1 1 1812 0 0
2019-11-11 -1 0 0 1869 57
2019-12-18 1 1 2008.67 0 0
2020-01-29 -1 0 0 1924.04 -84.63
2020-05-20 1 1 1578.52 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-30 -1825.33 1818.7 -6.63 -6.63
2019-03-06 -76.96 0 -76.96 -76.96
2019-04-15 -1910.96 1846.23 -64.73 -64.73
2019-05-10 -85.96 0 -85.96 -85.96
2019-05-13 -1885.96 1777.26 -108.7 -108.7
2019-05-14 -98.84 0 -98.84 -98.84
2019-06-19 -1910.84 1842.06 -68.78 -68.78
2019-11-11 -41.84 0 -41.84 -41.84
2019-12-18 -2050.51 1991.51 -59 -59
2020-01-29 -126.47 0 -126.47 -126.47
2020-05-20 -1704.99 1599.15 -105.84 -105.84
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-46.20
The current status of the model is: Holding a position since 2020-05-20 00:00:00
Processing portfolio for model: EMA_018_SlowMA_35_FastMA_20
BOUGHT QTY: 1 on 2019-02-01 00:00:00 at the price of 1824.05
SOLD QTY: -1 on 2019-03-08 00:00:00 at the price of 1708.04
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-15 00:00:00 at the price of 1778.6
BOUGHT QTY: 1 on 2019-06-20 00:00:00 at the price of 1862.07
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-19 00:00:00 at the price of 1996.0
SOLD QTY: -1 on 2020-01-30 00:00:00 at the price of 1871.42
BOUGHT QTY: 1 on 2020-05-21 00:00:00 at the price of 1605.0
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-02-01 1 1 1824.05 0 0
2019-03-08 -1 0 0 1708.04 -116.01
2019-04-15 1 1 1834 0 0
2019-05-15 -1 0 0 1778.6 -55.4
2019-06-20 1 1 1862.07 0 0
2019-11-11 -1 0 0 1869 6.93
2019-12-19 1 1 1996 0 0
2020-01-30 -1 0 0 1871.42 -124.58
2020-05-21 1 1 1605 0 0
cash_onhand position_value total_position accumu_return
date
2019-02-01 -1824.05 1836.96 12.91 12.91
2019-03-08 -116.01 0 -116.01 -116.01
2019-04-15 -1950.01 1846.23 -103.78 -103.78
2019-05-15 -171.41 0 -171.41 -171.41
2019-06-20 -2033.48 1861.31 -172.17 -172.17
2019-11-11 -164.48 0 -164.48 -164.48
2019-12-19 -2160.48 2003.12 -157.36 -157.36
2020-01-30 -289.06 0 -289.06 -289.06
2020-05-21 -1894.06 1595.68 -298.38 -298.38
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-235.27
The current status of the model is: Holding a position since 2020-05-21 00:00:00
Processing portfolio for model: EMA_019_SlowMA_40_FastMA_05
BOUGHT QTY: 1 on 2019-01-25 00:00:00 at the price of 1811.99
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-04-10 00:00:00 at the price of 1793.85
SOLD QTY: -1 on 2019-05-08 00:00:00 at the price of 1765.01
BOUGHT QTY: 1 on 2019-06-12 00:00:00 at the price of 1804.17
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-09 00:00:00 at the price of 1926.54
SOLD QTY: -1 on 2019-10-03 00:00:00 at the price of 1936.55
BOUGHT QTY: 1 on 2019-10-07 00:00:00 at the price of 1971.01
SOLD QTY: -1 on 2019-10-08 00:00:00 at the price of 1937.05
BOUGHT QTY: 1 on 2019-10-15 00:00:00 at the price of 1992.21
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-16 00:00:00 at the price of 1983.47
SOLD QTY: -1 on 2020-01-27 00:00:00 at the price of 1906.41
BOUGHT QTY: 1 on 2020-02-19 00:00:00 at the price of 1982.76
SOLD QTY: -1 on 2020-02-24 00:00:00 at the price of 1830.93
BOUGHT QTY: 1 on 2020-05-01 00:00:00 at the price of 1442.75
SOLD QTY: -1 on 2020-05-05 00:00:00 at the price of 1443.25
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-29 00:00:00 at the price of 1567.77
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-25 1 1 1811.99 0 0
2019-03-01 -1 0 0 1708.2 -103.79
2019-04-10 1 1 1793.85 0 0
2019-05-08 -1 0 0 1765.01 -28.84
2019-06-12 1 1 1804.17 0 0
2019-08-06 -1 0 0 1799.2 -4.97
2019-08-09 1 1 1926.54 0 0
2019-10-03 -1 0 0 1936.55 10.01
2019-10-07 1 1 1971.01 0 0
2019-10-08 -1 0 0 1937.05 -33.96
2019-10-15 1 1 1992.21 0 0
2019-11-08 -1 0 0 1941 -51.21
2019-12-16 1 1 1983.47 0 0
2020-01-27 -1 0 0 1906.41 -77.06
2020-02-19 1 1 1982.76 0 0
2020-02-24 -1 0 0 1830.93 -151.83
2020-05-01 1 1 1442.75 0 0
2020-05-05 -1 0 0 1443.25 0.5
2020-05-19 1 1 1556.29 0 0
2020-06-29 -1 0 0 1567.77 11.48
cash_onhand position_value total_position accumu_return
date
2019-01-25 -1811.99 1802.2 -9.79 -9.79
2019-03-01 -103.79 0 -103.79 -103.79
2019-04-10 -1897.64 1806 -91.64 -91.64
2019-05-08 -132.63 0 -132.63 -132.63
2019-06-12 -1936.8 1798.9 -137.9 -137.9
2019-08-06 -137.6 0 -137.6 -137.6
2019-08-09 -2064.14 1917.69 -146.45 -146.45
2019-10-03 -127.59 0 -127.59 -127.59
2019-10-07 -2098.6 1951.56 -147.04 -147.04
2019-10-08 -161.55 0 -161.55 -161.55
2019-10-15 -2153.76 2016.39 -137.37 -137.37
2019-11-08 -212.76 0 -212.76 -212.76
2019-12-16 -2196.23 1995.02 -201.21 -201.21
2020-01-27 -289.82 0 -289.82 -289.82
2020-02-19 -2272.58 1968.49 -304.09 -304.09
2020-02-24 -441.65 0 -441.65 -441.65
2020-05-01 -1884.4 1448.79 -435.61 -435.61
2020-05-05 -441.15 0 -441.15 -441.15
2020-05-19 -1997.44 1547.56 -449.88 -449.88
2020-06-29 -429.67 0 -429.67 -429.67
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-429.67
The current status of the model is: Waiting to enter since 2020-06-29 00:00:00
Processing portfolio for model: EMA_020_SlowMA_40_FastMA_10
BOUGHT QTY: 1 on 2019-01-29 00:00:00 at the price of 1816.62
SOLD QTY: -1 on 2019-03-05 00:00:00 at the price of 1715.0
BOUGHT QTY: 1 on 2019-04-12 00:00:00 at the price of 1827.87
SOLD QTY: -1 on 2019-05-09 00:00:00 at the price of 1729.43
BOUGHT QTY: 1 on 2019-06-14 00:00:00 at the price of 1808.2
SOLD QTY: -1 on 2019-08-07 00:00:00 at the price of 1758.4
BOUGHT QTY: 1 on 2019-08-09 00:00:00 at the price of 1926.54
SOLD QTY: -1 on 2019-10-10 00:00:00 at the price of 1942.69
BOUGHT QTY: 1 on 2019-10-15 00:00:00 at the price of 1992.21
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-17 00:00:00 at the price of 2000.0
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-05-20 00:00:00 at the price of 1578.52
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-29 1 1 1816.62 0 0
2019-03-05 -1 0 0 1715 -101.62
2019-04-12 1 1 1827.87 0 0
2019-05-09 -1 0 0 1729.43 -98.44
2019-06-14 1 1 1808.2 0 0
2019-08-07 -1 0 0 1758.4 -49.8
2019-08-09 1 1 1926.54 0 0
2019-10-10 -1 0 0 1942.69 16.15
2019-10-15 1 1 1992.21 0 0
2019-11-08 -1 0 0 1941 -51.21
2019-12-17 1 1 2000 0 0
2020-01-28 -1 0 0 1914.67 -85.33
2020-05-20 1 1 1578.52 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-29 -1816.62 1808.8 -7.82 -7.82
2019-03-05 -101.62 0 -101.62 -101.62
2019-04-12 -1929.49 1833.07 -96.42 -96.42
2019-05-09 -200.06 0 -200.06 -200.06
2019-06-14 -2008.26 1775.5 -232.76 -232.76
2019-08-07 -249.86 0 -249.86 -249.86
2019-08-09 -2176.4 1917.69 -258.71 -258.71
2019-10-10 -233.71 0 -233.71 -233.71
2019-10-15 -2225.92 2016.39 -209.53 -209.53
2019-11-08 -284.92 0 -284.92 -284.92
2019-12-17 -2284.92 2001.87 -283.05 -283.05
2020-01-28 -370.25 0 -370.25 -370.25
2020-05-20 -1948.77 1599.15 -349.62 -349.62
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-289.98
The current status of the model is: Holding a position since 2020-05-20 00:00:00
Processing portfolio for model: EMA_021_SlowMA_40_FastMA_15
BOUGHT QTY: 1 on 2019-01-31 00:00:00 at the price of 1820.37
SOLD QTY: -1 on 2019-03-06 00:00:00 at the price of 1748.37
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 1825.0
BOUGHT QTY: 1 on 2019-05-13 00:00:00 at the price of 1800.0
SOLD QTY: -1 on 2019-05-14 00:00:00 at the price of 1787.12
BOUGHT QTY: 1 on 2019-06-20 00:00:00 at the price of 1862.07
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-18 00:00:00 at the price of 2008.67
SOLD QTY: -1 on 2020-01-29 00:00:00 at the price of 1924.04
BOUGHT QTY: 1 on 2020-05-21 00:00:00 at the price of 1605.0
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-31 1 1 1820.37 0 0
2019-03-06 -1 0 0 1748.37 -72
2019-04-15 1 1 1834 0 0
2019-05-10 -1 0 0 1825 -9
2019-05-13 1 1 1800 0 0
2019-05-14 -1 0 0 1787.12 -12.88
2019-06-20 1 1 1862.07 0 0
2019-11-11 -1 0 0 1869 6.93
2019-12-18 1 1 2008.67 0 0
2020-01-29 -1 0 0 1924.04 -84.63
2020-05-21 1 1 1605 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-31 -1820.37 1832.81 12.44 12.44
2019-03-06 -72 0 -72 -72
2019-04-15 -1906 1846.23 -59.77 -59.77
2019-05-10 -81 0 -81 -81
2019-05-13 -1881 1777.26 -103.74 -103.74
2019-05-14 -93.88 0 -93.88 -93.88
2019-06-20 -1955.95 1861.31 -94.64 -94.64
2019-11-11 -86.95 0 -86.95 -86.95
2019-12-18 -2095.62 1991.51 -104.11 -104.11
2020-01-29 -171.58 0 -171.58 -171.58
2020-05-21 -1776.58 1595.68 -180.9 -180.9
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-117.79
The current status of the model is: Holding a position since 2020-05-21 00:00:00
Processing portfolio for model: EMA_022_SlowMA_40_FastMA_20
BOUGHT QTY: 1 on 2019-02-01 00:00:00 at the price of 1824.05
SOLD QTY: -1 on 2019-03-08 00:00:00 at the price of 1708.04
BOUGHT QTY: 1 on 2019-04-16 00:00:00 at the price of 1851.8
SOLD QTY: -1 on 2019-05-16 00:00:00 at the price of 1790.0
BOUGHT QTY: 1 on 2019-06-20 00:00:00 at the price of 1862.07
SOLD QTY: -1 on 2019-11-12 00:00:00 at the price of 1901.35
BOUGHT QTY: 1 on 2019-12-19 00:00:00 at the price of 1996.0
SOLD QTY: -1 on 2020-01-30 00:00:00 at the price of 1871.42
BOUGHT QTY: 1 on 2020-05-22 00:00:00 at the price of 1591.74
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-02-01 1 1 1824.05 0 0
2019-03-08 -1 0 0 1708.04 -116.01
2019-04-16 1 1 1851.8 0 0
2019-05-16 -1 0 0 1790 -61.8
2019-06-20 1 1 1862.07 0 0
2019-11-12 -1 0 0 1901.35 39.28
2019-12-19 1 1 1996 0 0
2020-01-30 -1 0 0 1871.42 -124.58
2020-05-22 1 1 1591.74 0 0
cash_onhand position_value total_position accumu_return
date
2019-02-01 -1824.05 1836.96 12.91 12.91
2019-03-08 -116.01 0 -116.01 -116.01
2019-04-16 -1967.81 1841.7 -126.11 -126.11
2019-05-16 -177.81 0 -177.81 -177.81
2019-06-20 -2039.88 1861.31 -178.57 -178.57
2019-11-12 -138.53 0 -138.53 -138.53
2019-12-19 -2134.53 2003.12 -131.41 -131.41
2020-01-30 -263.11 0 -263.11 -263.11
2020-05-22 -1854.85 1631.3 -223.55 -223.55
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-196.06
The current status of the model is: Holding a position since 2020-05-22 00:00:00
Processing portfolio for model: EMA_023_SlowMA_45_FastMA_05
BOUGHT QTY: 1 on 2019-01-25 00:00:00 at the price of 1811.99
SOLD QTY: -1 on 2019-03-04 00:00:00 at the price of 1723.66
BOUGHT QTY: 1 on 2019-04-10 00:00:00 at the price of 1793.85
SOLD QTY: -1 on 2019-05-08 00:00:00 at the price of 1765.01
BOUGHT QTY: 1 on 2019-06-12 00:00:00 at the price of 1804.17
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-09 00:00:00 at the price of 1926.54
SOLD QTY: -1 on 2019-10-09 00:00:00 at the price of 1953.72
BOUGHT QTY: 1 on 2019-10-14 00:00:00 at the price of 1964.52
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-16 00:00:00 at the price of 1983.47
SOLD QTY: -1 on 2020-01-27 00:00:00 at the price of 1906.41
BOUGHT QTY: 1 on 2020-02-20 00:00:00 at the price of 1960.0
SOLD QTY: -1 on 2020-02-24 00:00:00 at the price of 1830.93
BOUGHT QTY: 1 on 2020-05-20 00:00:00 at the price of 1578.52
SOLD QTY: -1 on 2020-07-01 00:00:00 at the price of 1606.05
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-25 1 1 1811.99 0 0
2019-03-04 -1 0 0 1723.66 -88.33
2019-04-10 1 1 1793.85 0 0
2019-05-08 -1 0 0 1765.01 -28.84
2019-06-12 1 1 1804.17 0 0
2019-08-06 -1 0 0 1799.2 -4.97
2019-08-09 1 1 1926.54 0 0
2019-10-09 -1 0 0 1953.72 27.18
2019-10-14 1 1 1964.52 0 0
2019-11-08 -1 0 0 1941 -23.52
2019-12-16 1 1 1983.47 0 0
2020-01-27 -1 0 0 1906.41 -77.06
2020-02-20 1 1 1960 0 0
2020-02-24 -1 0 0 1830.93 -129.07
2020-05-20 1 1 1578.52 0 0
2020-07-01 -1 0 0 1606.05 27.53
cash_onhand position_value total_position accumu_return
date
2019-01-25 -1811.99 1802.2 -9.79 -9.79
2019-03-04 -88.33 0 -88.33 -88.33
2019-04-10 -1882.18 1806 -76.18 -76.18
2019-05-08 -117.17 0 -117.17 -117.17
2019-06-12 -1921.34 1798.9 -122.44 -122.44
2019-08-06 -122.14 0 -122.14 -122.14
2019-08-09 -2048.68 1917.69 -130.99 -130.99
2019-10-09 -94.96 0 -94.96 -94.96
2019-10-14 -2059.48 1988.75 -70.73 -70.73
2019-11-08 -118.48 0 -118.48 -118.48
2019-12-16 -2101.95 1995.02 -106.93 -106.93
2020-01-27 -195.54 0 -195.54 -195.54
2020-02-20 -2155.54 1970.91 -184.63 -184.63
2020-02-24 -324.61 0 -324.61 -324.61
2020-05-20 -1903.13 1599.15 -303.98 -303.98
2020-07-01 -297.08 0 -297.08 -297.08
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-297.08
The current status of the model is: Waiting to enter since 2020-07-01 00:00:00
Processing portfolio for model: EMA_024_SlowMA_45_FastMA_10
BOUGHT QTY: 1 on 2019-01-29 00:00:00 at the price of 1816.62
SOLD QTY: -1 on 2019-03-05 00:00:00 at the price of 1715.0
BOUGHT QTY: 1 on 2019-04-12 00:00:00 at the price of 1827.87
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 1825.0
BOUGHT QTY: 1 on 2019-06-17 00:00:00 at the price of 1776.0
SOLD QTY: -1 on 2019-08-08 00:00:00 at the price of 1900.0
BOUGHT QTY: 1 on 2019-08-09 00:00:00 at the price of 1926.54
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-17 00:00:00 at the price of 2000.0
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-05-21 00:00:00 at the price of 1605.0
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-29 1 1 1816.62 0 0
2019-03-05 -1 0 0 1715 -101.62
2019-04-12 1 1 1827.87 0 0
2019-05-10 -1 0 0 1825 -2.87
2019-06-17 1 1 1776 0 0
2019-08-08 -1 0 0 1900 124
2019-08-09 1 1 1926.54 0 0
2019-11-11 -1 0 0 1869 -57.54
2019-12-17 1 1 2000 0 0
2020-01-28 -1 0 0 1914.67 -85.33
2020-05-21 1 1 1605 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-29 -1816.62 1808.8 -7.82 -7.82
2019-03-05 -101.62 0 -101.62 -101.62
2019-04-12 -1929.49 1833.07 -96.42 -96.42
2019-05-10 -104.49 0 -104.49 -104.49
2019-06-17 -1880.49 1781.41 -99.08 -99.08
2019-08-08 19.51 0 19.51 19.51
2019-08-09 -1907.03 1917.69 10.66 10.66
2019-11-11 -38.03 0 -38.03 -38.03
2019-12-17 -2038.03 2001.87 -36.16 -36.16
2020-01-28 -123.36 0 -123.36 -123.36
2020-05-21 -1728.36 1595.68 -132.68 -132.68
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-69.57
The current status of the model is: Holding a position since 2020-05-21 00:00:00
Processing portfolio for model: EMA_025_SlowMA_45_FastMA_15
BOUGHT QTY: 1 on 2019-01-31 00:00:00 at the price of 1820.37
SOLD QTY: -1 on 2019-03-07 00:00:00 at the price of 1746.5
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-14 00:00:00 at the price of 1787.12
BOUGHT QTY: 1 on 2019-06-20 00:00:00 at the price of 1862.07
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-18 00:00:00 at the price of 2008.67
SOLD QTY: -1 on 2020-01-30 00:00:00 at the price of 1871.42
BOUGHT QTY: 1 on 2020-05-22 00:00:00 at the price of 1591.74
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-31 1 1 1820.37 0 0
2019-03-07 -1 0 0 1746.5 -73.87
2019-04-15 1 1 1834 0 0
2019-05-14 -1 0 0 1787.12 -46.88
2019-06-20 1 1 1862.07 0 0
2019-11-11 -1 0 0 1869 6.93
2019-12-18 1 1 2008.67 0 0
2020-01-30 -1 0 0 1871.42 -137.25
2020-05-22 1 1 1591.74 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-31 -1820.37 1832.81 12.44 12.44
2019-03-07 -73.87 0 -73.87 -73.87
2019-04-15 -1907.87 1846.23 -61.64 -61.64
2019-05-14 -120.75 0 -120.75 -120.75
2019-06-20 -1982.82 1861.31 -121.51 -121.51
2019-11-11 -113.82 0 -113.82 -113.82
2019-12-18 -2122.49 1991.51 -130.98 -130.98
2020-01-30 -251.07 0 -251.07 -251.07
2020-05-22 -1842.81 1631.3 -211.51 -211.51
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-184.02
The current status of the model is: Holding a position since 2020-05-22 00:00:00
Processing portfolio for model: EMA_026_SlowMA_45_FastMA_20
BOUGHT QTY: 1 on 2019-02-04 00:00:00 at the price of 1840.39
SOLD QTY: -1 on 2019-03-08 00:00:00 at the price of 1708.04
BOUGHT QTY: 1 on 2019-04-16 00:00:00 at the price of 1851.8
SOLD QTY: -1 on 2019-05-20 00:00:00 at the price of 1769.73
BOUGHT QTY: 1 on 2019-06-21 00:00:00 at the price of 1859.36
SOLD QTY: -1 on 2019-11-12 00:00:00 at the price of 1901.35
BOUGHT QTY: 1 on 2019-12-20 00:00:00 at the price of 2017.0
SOLD QTY: -1 on 2020-01-31 00:00:00 at the price of 1865.93
BOUGHT QTY: 1 on 2020-05-26 00:00:00 at the price of 1704.32
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-02-04 1 1 1840.39 0 0
2019-03-08 -1 0 0 1708.04 -132.35
2019-04-16 1 1 1851.8 0 0
2019-05-20 -1 0 0 1769.73 -82.07
2019-06-21 1 1 1859.36 0 0
2019-11-12 -1 0 0 1901.35 41.99
2019-12-20 1 1 2017 0 0
2020-01-31 -1 0 0 1865.93 -151.07
2020-05-26 1 1 1704.32 0 0
cash_onhand position_value total_position accumu_return
date
2019-02-04 -1840.39 1860.99 20.6 20.6
2019-03-08 -132.35 0 -132.35 -132.35
2019-04-16 -1984.15 1841.7 -142.45 -142.45
2019-05-20 -214.42 0 -214.42 -214.42
2019-06-21 -2073.78 1880 -193.78 -193.78
2019-11-12 -172.43 0 -172.43 -172.43
2019-12-20 -2189.43 2023.26 -166.17 -166.17
2020-01-31 -323.5 0 -323.5 -323.5
2020-05-26 -2027.82 1746.91 -280.91 -280.91
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-369.03
The current status of the model is: Holding a position since 2020-05-26 00:00:00
Processing portfolio for model: EMA_027_SlowMA_50_FastMA_05
BOUGHT QTY: 1 on 2019-01-28 00:00:00 at the price of 1787.62
SOLD QTY: -1 on 2019-03-04 00:00:00 at the price of 1723.66
BOUGHT QTY: 1 on 2019-04-10 00:00:00 at the price of 1793.85
SOLD QTY: -1 on 2019-05-08 00:00:00 at the price of 1765.01
BOUGHT QTY: 1 on 2019-06-12 00:00:00 at the price of 1804.17
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-09 00:00:00 at the price of 1926.54
SOLD QTY: -1 on 2019-10-09 00:00:00 at the price of 1953.72
BOUGHT QTY: 1 on 2019-10-14 00:00:00 at the price of 1964.52
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-16 00:00:00 at the price of 1983.47
SOLD QTY: -1 on 2020-01-27 00:00:00 at the price of 1906.41
BOUGHT QTY: 1 on 2020-02-20 00:00:00 at the price of 1960.0
SOLD QTY: -1 on 2020-02-24 00:00:00 at the price of 1830.93
BOUGHT QTY: 1 on 2020-05-20 00:00:00 at the price of 1578.52
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-28 1 1 1787.62 0 0
2019-03-04 -1 0 0 1723.66 -63.96
2019-04-10 1 1 1793.85 0 0
2019-05-08 -1 0 0 1765.01 -28.84
2019-06-12 1 1 1804.17 0 0
2019-08-06 -1 0 0 1799.2 -4.97
2019-08-09 1 1 1926.54 0 0
2019-10-09 -1 0 0 1953.72 27.18
2019-10-14 1 1 1964.52 0 0
2019-11-08 -1 0 0 1941 -23.52
2019-12-16 1 1 1983.47 0 0
2020-01-27 -1 0 0 1906.41 -77.06
2020-02-20 1 1 1960 0 0
2020-02-24 -1 0 0 1830.93 -129.07
2020-05-20 1 1 1578.52 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-28 -1787.62 1813.6 25.98 25.98
2019-03-04 -63.96 0 -63.96 -63.96
2019-04-10 -1857.81 1806 -51.81 -51.81
2019-05-08 -92.8 0 -92.8 -92.8
2019-06-12 -1896.97 1798.9 -98.07 -98.07
2019-08-06 -97.77 0 -97.77 -97.77
2019-08-09 -2024.31 1917.69 -106.62 -106.62
2019-10-09 -70.59 0 -70.59 -70.59
2019-10-14 -2035.11 1988.75 -46.36 -46.36
2019-11-08 -94.11 0 -94.11 -94.11
2019-12-16 -2077.58 1995.02 -82.56 -82.56
2020-01-27 -171.17 0 -171.17 -171.17
2020-02-20 -2131.17 1970.91 -160.26 -160.26
2020-02-24 -300.24 0 -300.24 -300.24
2020-05-20 -1878.76 1599.15 -279.61 -279.61
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-219.97
The current status of the model is: Holding a position since 2020-05-20 00:00:00
Processing portfolio for model: EMA_028_SlowMA_50_FastMA_10
BOUGHT QTY: 1 on 2019-01-30 00:00:00 at the price of 1825.33
SOLD QTY: -1 on 2019-03-05 00:00:00 at the price of 1715.0
BOUGHT QTY: 1 on 2019-04-12 00:00:00 at the price of 1827.87
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 1825.0
BOUGHT QTY: 1 on 2019-06-18 00:00:00 at the price of 1808.38
SOLD QTY: -1 on 2019-08-08 00:00:00 at the price of 1900.0
BOUGHT QTY: 1 on 2019-08-09 00:00:00 at the price of 1926.54
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-17 00:00:00 at the price of 2000.0
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-05-21 00:00:00 at the price of 1605.0
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-30 1 1 1825.33 0 0
2019-03-05 -1 0 0 1715 -110.33
2019-04-12 1 1 1827.87 0 0
2019-05-10 -1 0 0 1825 -2.87
2019-06-18 1 1 1808.38 0 0
2019-08-08 -1 0 0 1900 91.62
2019-08-09 1 1 1926.54 0 0
2019-11-11 -1 0 0 1869 -57.54
2019-12-17 1 1 2000 0 0
2020-01-28 -1 0 0 1914.67 -85.33
2020-05-21 1 1 1605 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-30 -1825.33 1818.7 -6.63 -6.63
2019-03-05 -110.33 0 -110.33 -110.33
2019-04-12 -1938.2 1833.07 -105.13 -105.13
2019-05-10 -113.2 0 -113.2 -113.2
2019-06-18 -1921.58 1808.99 -112.59 -112.59
2019-08-08 -21.58 0 -21.58 -21.58
2019-08-09 -1948.12 1917.69 -30.43 -30.43
2019-11-11 -79.12 0 -79.12 -79.12
2019-12-17 -2079.12 2001.87 -77.25 -77.25
2020-01-28 -164.45 0 -164.45 -164.45
2020-05-21 -1769.45 1595.68 -173.77 -173.77
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-110.66
The current status of the model is: Holding a position since 2020-05-21 00:00:00
Processing portfolio for model: EMA_029_SlowMA_50_FastMA_15
BOUGHT QTY: 1 on 2019-02-01 00:00:00 at the price of 1824.05
SOLD QTY: -1 on 2019-03-07 00:00:00 at the price of 1746.5
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-14 00:00:00 at the price of 1787.12
BOUGHT QTY: 1 on 2019-06-20 00:00:00 at the price of 1862.07
SOLD QTY: -1 on 2019-11-12 00:00:00 at the price of 1901.35
BOUGHT QTY: 1 on 2019-12-18 00:00:00 at the price of 2008.67
SOLD QTY: -1 on 2020-01-30 00:00:00 at the price of 1871.42
BOUGHT QTY: 1 on 2020-05-22 00:00:00 at the price of 1591.74
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-02-01 1 1 1824.05 0 0
2019-03-07 -1 0 0 1746.5 -77.55
2019-04-15 1 1 1834 0 0
2019-05-14 -1 0 0 1787.12 -46.88
2019-06-20 1 1 1862.07 0 0
2019-11-12 -1 0 0 1901.35 39.28
2019-12-18 1 1 2008.67 0 0
2020-01-30 -1 0 0 1871.42 -137.25
2020-05-22 1 1 1591.74 0 0
cash_onhand position_value total_position accumu_return
date
2019-02-01 -1824.05 1836.96 12.91 12.91
2019-03-07 -77.55 0 -77.55 -77.55
2019-04-15 -1911.55 1846.23 -65.32 -65.32
2019-05-14 -124.43 0 -124.43 -124.43
2019-06-20 -1986.5 1861.31 -125.19 -125.19
2019-11-12 -85.15 0 -85.15 -85.15
2019-12-18 -2093.82 1991.51 -102.31 -102.31
2020-01-30 -222.4 0 -222.4 -222.4
2020-05-22 -1814.14 1631.3 -182.84 -182.84
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-155.35
The current status of the model is: Holding a position since 2020-05-22 00:00:00
Processing portfolio for model: EMA_030_SlowMA_50_FastMA_20
BOUGHT QTY: 1 on 2019-02-04 00:00:00 at the price of 1840.39
SOLD QTY: -1 on 2019-03-08 00:00:00 at the price of 1708.04
BOUGHT QTY: 1 on 2019-04-16 00:00:00 at the price of 1851.8
SOLD QTY: -1 on 2019-05-20 00:00:00 at the price of 1769.73
BOUGHT QTY: 1 on 2019-06-21 00:00:00 at the price of 1859.36
SOLD QTY: -1 on 2019-11-13 00:00:00 at the price of 1855.59
BOUGHT QTY: 1 on 2019-12-20 00:00:00 at the price of 2017.0
SOLD QTY: -1 on 2020-01-31 00:00:00 at the price of 1865.93
BOUGHT QTY: 1 on 2020-05-27 00:00:00 at the price of 1775.93
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-02-04 1 1 1840.39 0 0
2019-03-08 -1 0 0 1708.04 -132.35
2019-04-16 1 1 1851.8 0 0
2019-05-20 -1 0 0 1769.73 -82.07
2019-06-21 1 1 1859.36 0 0
2019-11-13 -1 0 0 1855.59 -3.77
2019-12-20 1 1 2017 0 0
2020-01-31 -1 0 0 1865.93 -151.07
2020-05-27 1 1 1775.93 0 0
cash_onhand position_value total_position accumu_return
date
2019-02-04 -1840.39 1860.99 20.6 20.6
2019-03-08 -132.35 0 -132.35 -132.35
2019-04-16 -1984.15 1841.7 -142.45 -142.45
2019-05-20 -214.42 0 -214.42 -214.42
2019-06-21 -2073.78 1880 -193.78 -193.78
2019-11-13 -218.19 0 -218.19 -218.19
2019-12-20 -2235.19 2023.26 -211.93 -211.93
2020-01-31 -369.26 0 -369.26 -369.26
2020-05-27 -2145.19 1698.73 -446.46 -446.46
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-486.40
The current status of the model is: Holding a position since 2020-05-27 00:00:00
In [18]:
# Display the model performance summary
performance_summary.sort_values(by=['return_value'], inplace=True, ascending=False)
print(performance_summary)
model_name return_value return_percent 0 EMA_001_SlowMA_10_FastMA_05 -18.50 None 16 EMA_017_SlowMA_35_FastMA_15 -46.20 None 23 EMA_024_SlowMA_45_FastMA_10 -69.57 None 9 EMA_010_SlowMA_25_FastMA_20 -73.49 None 1 EMA_002_SlowMA_15_FastMA_05 -84.93 None 12 EMA_013_SlowMA_30_FastMA_15 -96.94 None 27 EMA_028_SlowMA_50_FastMA_10 -110.66 None 20 EMA_021_SlowMA_40_FastMA_15 -117.79 None 28 EMA_029_SlowMA_50_FastMA_15 -155.35 None 13 EMA_014_SlowMA_30_FastMA_20 -170.80 None 24 EMA_025_SlowMA_45_FastMA_15 -184.02 None 21 EMA_022_SlowMA_40_FastMA_20 -196.06 None 26 EMA_027_SlowMA_50_FastMA_05 -219.97 None 17 EMA_018_SlowMA_35_FastMA_20 -235.27 None 6 EMA_007_SlowMA_25_FastMA_05 -278.61 None 15 EMA_016_SlowMA_35_FastMA_10 -285.67 None 19 EMA_020_SlowMA_40_FastMA_10 -289.98 None 8 EMA_009_SlowMA_25_FastMA_15 -290.25 None 2 EMA_003_SlowMA_15_FastMA_10 -296.93 None 22 EMA_023_SlowMA_45_FastMA_05 -297.08 None 11 EMA_012_SlowMA_30_FastMA_10 -323.20 None 3 EMA_004_SlowMA_20_FastMA_05 -339.81 None 14 EMA_015_SlowMA_35_FastMA_05 -347.89 None 25 EMA_026_SlowMA_45_FastMA_20 -369.03 None 7 EMA_008_SlowMA_25_FastMA_10 -402.29 None 18 EMA_019_SlowMA_40_FastMA_05 -429.67 None 5 EMA_006_SlowMA_20_FastMA_15 -431.77 None 4 EMA_005_SlowMA_20_FastMA_10 -467.21 None 10 EMA_011_SlowMA_30_FastMA_05 -469.73 None 29 EMA_030_SlowMA_50_FastMA_20 -486.40 None
In [19]:
# Display the transactions from the top model
top_model = performance_summary.iloc[0]['model_name']
print('The transactions from the top model %s:' % (top_model))
print(portfolio_collection[top_model][portfolio_collection[top_model].trade_action != 0])
The transactions from the top model EMA_001_SlowMA_10_FastMA_05:
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-18 1 1 1747.02 0 0
2019-03-01 -1 0 0 1708.2 -38.82
2019-03-21 1 1 1765.8 0 0
2019-03-25 -1 0 0 1714.01 -51.79
2019-03-27 1 1 1768.98 0 0
2019-03-28 -1 0 0 1759.99 -8.99
2019-04-03 1 1 1778.47 0 0
2019-05-03 -1 0 0 1816.17 37.7
2019-06-06 1 1 1766.01 0 0
2019-07-18 -1 0 0 1861.83 95.82
2019-07-19 1 1 1896.03 0 0
2019-08-02 -1 0 0 1874.11 -21.92
2019-08-12 1 1 1900.44 0 0
2019-09-25 -1 0 0 1991.65 91.21
2019-10-15 1 1 1992.21 0 0
2019-11-05 -1 0 0 2008.99 16.78
2019-11-29 1 1 1904.89 0 0
2019-12-04 -1 0 0 1894.64 -10.25
2019-12-05 1 1 1929 0 0
2020-01-21 -1 0 0 2006 77
2020-02-13 1 1 1944 0 0
2020-02-25 -1 0 0 1803 -141
2020-04-08 1 1 1382.65 0 0
2020-04-23 -1 0 0 1354.05 -28.6
2020-04-29 1 1 1487.83 0 0
2020-05-07 -1 0 0 1392.26 -95.57
2020-05-08 1 1 1416.69 0 0
2020-05-13 -1 0 0 1379.34 -37.35
2020-05-19 1 1 1556.29 0 0
2020-06-12 -1 0 0 1653.57 97.28
cash_onhand position_value total_position accumu_return
date
2019-01-18 -1747.02 1760.26 13.24 13.24
2019-03-01 -38.82 0 -38.82 -38.82
2019-03-21 -1804.62 1774.36 -30.26 -30.26
2019-03-25 -90.61 0 -90.61 -90.61
2019-03-27 -1859.59 1752.11 -107.48 -107.48
2019-03-28 -99.6 0 -99.6 -99.6
2019-04-03 -1878.07 1774.93 -103.14 -103.14
2019-05-03 -61.9 0 -61.9 -61.9
2019-06-06 -1827.91 1754.86 -73.05 -73.05
2019-07-18 33.92 0 33.92 33.92
2019-07-19 -1862.11 1882.09 19.98 19.98
2019-08-02 12 0 12 12
2019-08-12 -1888.44 1916.89 28.45 28.45
2019-09-25 103.21 0 103.21 103.21
2019-10-15 -1889 2016.39 127.39 127.39
2019-11-05 119.99 0 119.99 119.99
2019-11-29 -1784.9 1904.03 119.13 119.13
2019-12-04 109.74 0 109.74 109.74
2019-12-05 -1819.26 1904.22 84.96 84.96
2020-01-21 186.74 0 186.74 186.74
2020-02-13 -1757.26 1959.94 202.68 202.68
2020-02-25 45.74 0 45.74 45.74
2020-04-08 -1336.91 1372.06 35.15 35.15
2020-04-23 17.14 0 17.14 17.14
2020-04-29 -1470.69 1520.53 49.84 49.84
2020-05-07 -78.43 0 -78.43 -78.43
2020-05-08 -1495.12 1430.83 -64.29 -64.29
2020-05-13 -115.78 0 -115.78 -115.78
2020-05-19 -1672.07 1547.56 -124.51 -124.51
2020-06-12 -18.5 0 -18.5 -18.5
In [20]:
# Display the entry and exit signals for the top model
print('The trading signal changes from the top model %s:' % (top_model))
print(model_collection[top_model][model_collection[top_model].signal_change != 0])
The trading signal changes from the top model EMA_001_SlowMA_10_FastMA_05:
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-17 1681.73 1724.51 1698.177482 1695.526150 2.651332
2019-02-28 1754.00 1697.04 1837.781139 1866.682948 -28.901809
2019-03-20 1766.78 1774.43 1760.751611 1758.999554 1.752056
2019-03-22 1754.04 1721.59 1750.721827 1754.482842 -3.761015
2019-03-26 1761.20 1768.87 1757.141923 1756.787357 0.354566
2019-03-27 1768.98 1752.11 1755.464615 1755.936929 -0.472313
2019-04-02 1766.03 1763.55 1754.808196 1753.775457 1.032738
2019-05-02 1824.66 1808.00 1837.500013 1842.778845 -5.278832
2019-06-05 1755.75 1765.00 1719.748369 1718.262751 1.485618
2019-07-17 1887.75 1867.74 1878.385727 1878.429741 -0.044014
2019-07-18 1861.83 1885.91 1880.893818 1879.789788 1.104030
2019-08-01 1885.47 1879.86 1900.248039 1903.080193 -2.832155
2019-08-09 1926.54 1917.69 1882.501296 1876.722095 5.779200
2019-09-24 2012.82 1990.64 2020.845268 2025.317076 -4.471807
2019-10-14 1964.52 1988.75 1971.269067 1969.762887 1.506180
2019-11-04 2042.00 2007.68 2030.480653 2031.528674 -1.048021
2019-11-27 1893.00 1906.45 1888.982124 1886.626078 2.356046
2019-12-03 1865.39 1879.98 1887.201370 1887.210782 -0.009412
2019-12-04 1894.64 1921.53 1898.644247 1893.450640 5.193607
2020-01-17 2060.00 2054.69 2062.275286 2062.726258 -0.450973
2020-02-12 1923.95 1960.36 1924.072116 1920.383765 3.688351
2020-02-24 1830.93 1792.54 1900.010119 1920.736442 -20.726323
2020-04-07 1412.01 1376.37 1324.083823 1314.980346 9.103477
2020-04-22 1365.01 1355.00 1383.015777 1386.062103 -3.046326
2020-04-28 1434.20 1439.32 1400.950030 1392.833253 8.116777
2020-05-06 1397.46 1378.91 1408.927204 1414.080972 -5.153768
2020-05-07 1392.26 1443.91 1420.588136 1419.504432 1.083705
2020-05-12 1401.09 1385.92 1408.418707 1413.511518 -5.092811
2020-05-18 1430.00 1557.43 1444.710732 1426.836814 17.873918
2020-06-11 1655.85 1588.37 1703.095553 1703.129644 -0.034090
trade_signal signal_change entry_exit
date
2019-01-17 1.0 1.0 0.0
2019-02-28 0.0 -1.0 0.0
2019-03-20 1.0 1.0 0.0
2019-03-22 0.0 -1.0 0.0
2019-03-26 1.0 1.0 0.0
2019-03-27 0.0 -1.0 1.0
2019-04-02 1.0 1.0 0.0
2019-05-02 0.0 -1.0 0.0
2019-06-05 1.0 1.0 0.0
2019-07-17 0.0 -1.0 0.0
2019-07-18 1.0 1.0 -1.0
2019-08-01 0.0 -1.0 0.0
2019-08-09 1.0 1.0 0.0
2019-09-24 0.0 -1.0 0.0
2019-10-14 1.0 1.0 0.0
2019-11-04 0.0 -1.0 0.0
2019-11-27 1.0 1.0 0.0
2019-12-03 0.0 -1.0 0.0
2019-12-04 1.0 1.0 -1.0
2020-01-17 0.0 -1.0 0.0
2020-02-12 1.0 1.0 0.0
2020-02-24 0.0 -1.0 0.0
2020-04-07 1.0 1.0 0.0
2020-04-22 0.0 -1.0 0.0
2020-04-28 1.0 1.0 0.0
2020-05-06 0.0 -1.0 0.0
2020-05-07 1.0 1.0 -1.0
2020-05-12 0.0 -1.0 0.0
2020-05-18 1.0 1.0 0.0
2020-06-11 0.0 -1.0 0.0
In [21]:
graph_data = model_collection[top_model].copy()
title_string = "Exponential Moving Average Crossover Model for " + top_model
fig = plt.figure(figsize=(16,9))
ylabel = stock_symbol + ' price in $'
ax1 = fig.add_subplot(111, ylabel=ylabel, title=title_string)
graph_data['fast_ma'].plot(ax=ax1, color='b', lw=2.)
graph_data['slow_ma'].plot(ax=ax1, color='r', lw=2.)
graph_data['close_price'].plot(ax=ax1, color='g')
ax1.plot(graph_data.loc[graph_data.entry_exit == 1].index, graph_data.close_price[graph_data.entry_exit == 1], '^', markersize=7, color='k',label='buy')
ax1.plot(graph_data.loc[graph_data.entry_exit == -1].index, graph_data.close_price[graph_data.entry_exit == -1], 'v', markersize=7, color='k',label='sell')
plt.legend(loc='upper left')
plt.show()
Task 5. Evaluate Performance¶
In [22]:
best_model = ''
best_return = 0
for key in portfolio_collection:
if portfolio_collection[key]['accumu_return'][-1] > best_return:
best_model = key
best_return = portfolio_collection[best_model]['accumu_return'][-1]
print('The best model found is:', best_model)
print('The best profit/loss for the investing period is: $%.2f' % (best_return))
if initial_capital != 0:
print('The best return percentage for initial capital is: %.2f%%' % (best_return / initial_capital * 100))
The best model found is: The best profit/loss for the investing period is: $0.00
In [23]:
worst_model = None
worst_return = 0
for key in portfolio_collection:
if portfolio_collection[key]['accumu_return'][-1] < worst_return:
worst_model = key
worst_return = portfolio_collection[worst_model]['accumu_return'][-1]
print('The worst model found is:', worst_model)
print('The worst profit/loss for the investing period is: $%.2f' % (worst_return))
if initial_capital != 0:
print('The worst return percentage for the initial capital is: %.2f%%' % (worst_return / initial_capital * 100))
The worst model found is: EMA_030_SlowMA_50_FastMA_20 The worst profit/loss for the investing period is: $-486.40
In [24]:
# Calculate the stock's performance for a long-only model
model_template = model_template[model_start_date:model_end_date]
print('The performance of the long-only model from day one is: $%.2f' %(model_template.iloc[-1]['close_price'] - model_template.iloc[0]['open_price']))
The performance of the long-only model from day one is: $-32.46
In [25]:
print ('Total time for the script:',(datetime.now() - startTimeScript))
Total time for the script: 0:01:42.348216